Hard-edge universality conjecture for products of two coupled real Gaussian matrices

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Consider the real counterpart of the joint probability density function in the paper's equation (matrixpdf), with the same parameters and scalings as in Theorem (hardlimits). Real hard-edge conjecture. Theorem (hardlimits) should still hold, with different limiting kernels having a Pfaffian structure. In particular, the critical scale of μ\mu should again be 1/N1/N. This predicts a real-matrix analogue of the complex hard-edge phase transition, but the relevant Pfaffian limiting kernels and their convergence remain to be established.

References

Primary source

Dang-Zheng Liu, “Singular values for products of two coupled random matrices: hard edge phase transition”, arXiv:1602.00634 (2017).

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