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Kartick Adhikari

Publications and source records attributed to Kartick Adhikari.

20 records · Page 2Linked to original sources

Hole probabilities for determinantal point processes in the complex plane

We study the hole probabilities for ${\mathcal X}_{\infty}^{(α)}$ ($α>0$), a determinantal point process in the complex plane with the kernel $\mathbb K_{\infty}^{(α)}(z,w)=\fracα{2π}E_{\frac{2}α,\frac{2}α}(z\bar w)e^{-\frac{|z|^α}{2}-\frac{|w|^α}{2}}$ with respect to Lebesgue measure on the complex plane, where $E_{a,b}(z)$ denotes the Mittag-Leffler function. Let $U$ be an open subset of $D(0,(\frac{2}α)^{\frac{1}α})$ and ${\mathcal X}_{\infty}^{(α)}(rU)$ denote the number of points of ${\mathcal X}_{\infty}^{(α)}$ that fall in $rU$. Then, under some conditions on $U$, we show that $$ \lim_{r\to \infty}\frac{1}{r^{2α}}\log\mathbb P[\mathcal X_{\infty}^{(α)}(rU)=0]=R_{\emptyset}^{(α)}-R_{U}^{(α)}, $$ where $\emptyset$ is the empty set and $$ R_U^{(α)}:=\inf_{μ\in \mathcal P(U^c)}\left\{\iint \log{\frac{1}{|z-w|}}dμ(z)dμ(w)+\int |z|^αdμ(z) \right\}, $$ $\mathcal P(U^c)$ is the space of all compactly supported probability measures with support in $U^c$. Using potential theory, we give an explicit formula for $R_U^{(α)}$, the minimum possible energy of a probability measure compactly supported on $U^c$ under logarithmic potential with an external field $\frac{|z|^α}{2}$. In particular, $α=2$ gives the hole probabilities for the infinite ginibre ensemble. Moreover, we calculate $R_U^{(2)}$ explicitly for some special sets like annulus, cardioid, ellipse, equilateral triangle and half disk.

math.PR↗

Determinantal point processes in the plane from products of random matrices

We show the density of eigenvalues for three classes of random matrix ensembles is determinantal. First we derive the density of eigenvalues of product of $k$ independent $n\times n$ matrices with i.i.d. complex Gaussian entries with a few of matrices being inverted. In second example we calculate the same for (compatible) product of rectangular matrices with i.i.d. Gaussian entries and in last example we calculate for product of independent truncated unitary random matrices. We derive exact expressions for limiting expected empirical spectral distributions of above mentioned ensembles.

math.PR↗