Product of Ginibre matrices: Fuss-Catalan and Raney distributions

Squared singular values of a product of s square random Ginibre matrices are asymptotically characterized by probability distributions P(s)(x), such that their moments are equal to the Fuss-Catalan numbers of order s. We find a representation of the Fuss-Catalan distributions P(s)(x) in terms of a c...

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Veröffentlicht in:Physical review. E, Statistical, nonlinear, and soft matter physics Statistical, nonlinear, and soft matter physics, 2011-06, Vol.83 (6 Pt 1), p.061118-061118, Article 061118
Hauptverfasser: Penson, Karol A, Zyczkowski, Karol
Format: Artikel
Sprache:eng
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Zusammenfassung:Squared singular values of a product of s square random Ginibre matrices are asymptotically characterized by probability distributions P(s)(x), such that their moments are equal to the Fuss-Catalan numbers of order s. We find a representation of the Fuss-Catalan distributions P(s)(x) in terms of a combination of s hypergeometric functions of the type (s)F(s-1). The explicit formula derived here is exact for an arbitrary positive integer s, and for s=1 it reduces to the Marchenko-Pastur distribution. Using similar techniques, involving the Mellin transform and the Meijer G function, we find exact expressions for the Raney probability distributions, the moments of which are given by a two-parameter generalization of the Fuss-Catalan numbers. These distributions can also be considered as a two-parameter generalization of the Wigner semicircle law.
ISSN:1539-3755
1550-2376
DOI:10.1103/physreve.83.061118