Singular values for products of complex Ginibre matrices with a source: hard edge limit and phase transition

Abstract

The singular values squared of the random matrix product $Y = G_r G_{r-1} \cdots G_1 (G_0 + A)$, where each $G_j$ is a rectangular standard complex Gaussian matrix while $A$ is non-random, are shown to be a determinantal point process with correlation kernel given by a double contour integral. When all but finitely many eigenvalues of $A^*A$ are equal to $bN$, the kernel is shown to admit a well-defined hard edge scaling, in which case a critical value is established and a phase transition phenomenon is observed. More specifically, the limiting kernel in the subcritical regime of $0 1$ with two distinct scaling rates. Similar results also hold true for the random matrix product $T_r T_{r-1} \cdots T_1 (G_0 + A)$, with each $T_j$ being a truncated unitary matrix.