Hard-edge universality conjecture for products of coupled non-Gaussian matrices
Hard-edge universality conjecture for products of coupled non-Gaussian matrices
Let and let be a fixed nonnegative integer. Let and be complex numbers with absolute value less than , and let and 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
Non-Gaussian hard-edge universality conjecture. Under assumptions (C1)--(C4), the conclusion of Theorem (hardlimits) should still hold, with . 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.
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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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