Product of Ginibre matrices: Fuss-Catalan and Raney distributions
Abstract
Squared singular values of a product of s square random Ginibre matrices are asymptotically characterized by probability distributions Ps(x), such that their moments are equal to the Fuss-Catalan numbers of order s. We find a representation of the Fuss-Catalan distributions Ps(x) in terms of a combination of s hypergeometric functions of the type sFs-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.
- Publication:
-
Physical Review E
- Pub Date:
- June 2011
- DOI:
- arXiv:
- arXiv:1103.3453
- Bibcode:
- 2011PhRvE..83f1118P
- Keywords:
-
- 05.40.-a;
- 02.50.Ey;
- 05.30.Ch;
- Fluctuation phenomena random processes noise and Brownian motion;
- Stochastic processes;
- Quantum ensemble theory;
- Mathematical Physics;
- Nonlinear Sciences - Chaotic Dynamics;
- Quantum Physics
- E-Print:
- 10 pages including 7 figures, minor changes, figures improved