Hard-edge universality conjecture for products of coupled non-Gaussian matrices

Let α>0\alpha>0 and let mm be a fixed nonnegative integer. Let δ1,,δm\delta_1,\ldots,\delta_m and δ\delta be complex numbers with absolute value less than α\alpha, and let X1X_1 and X2X_2 be the two complex random matrices described by conditions (C1)--(C4): their vector pairs are independent with the stated identical-distribution structure, have the stated zero means and second moments, have the variances and pairwise covariances prescribed by (C3), and possess finite fourth moments. For

α=1+μ2μ,δ=1μ2μ,0<μ1,\alpha=\frac{1+\mu}{2\mu},\qquad \delta=\frac{1-\mu}{2\mu},\qquad 0<\mu\leq 1,

Non-Gaussian hard-edge universality conjecture. Under assumptions (C1)--(C4), the conclusion of Theorem (hardlimits) should still hold, with κ=0\kappa=0. This conjecture extends the hard-edge limiting behavior beyond Gaussian entries; the source notes that the Gaussian joint density considered earlier satisfies these assumptions, while the corresponding universality result for general entries remains open.

Sources & referencesView supporting material

Primary source

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

Progress summary

Never refreshed

Nothing recorded yet. Refresh searches the literature and the public web for attempts on this problem, and writes the first summary here.

Solutions 0

No solutions have been posted yet.