Product of Ginibre matrices: Fuss-Catalan and Raney distributions

الأصل · EN

Squared singular values of a product of s square random Ginibre matrices are asymptotically characterized by probability distribution Pₛ(x), such that their moments are equal to the Fuss-Catalan numbers or 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 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.