2014/07/14 by Wolfgang Gawronski, Gawronski, Wolfgang, Thorsten Neuschel +3
Mathematics · Physics and Astronomy · #Advanced Algebra and Geometry #Advanced Combinatorial Mathematics #Classical Analysis and ODEs (math.CA) #FOS: Mathematics #FOS: Physical sciences #Mathematical Physics (math-ph) #Probability (math.PR) #Random Matrices and Applications #math-ph #math.CA #math.MP #math.PR
paper · pdf · doi:10.48550/arxiv.1407.3656
openalex publication_date 2014/07/14 · arxiv created 2014/08/27 · arxiv updated 2014/08/28 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
Motivated by recent results in random matrix theory we will study the distributions arising from products of complex Gaussian random matrices and truncations of Haar distributed unitary matrices. We introduce an appropriately general class of measures and characterize them by their moments essentially given by specific Jacobi polynomials with varying parameters. Solving this moment problem requires a study of the Riemann surfaces associated to a class of algebraic equations. The connection to random matrix theory is then established using methods from free probability.