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From random matrices to random analytic functions. (English) Zbl 1221.30007

Summary: We consider two families of random matrix-valued analytic functions: (1) \(G_{1} - zG_{2}\) and (2) \(G_{0}+zG_{1}+z^{2}G_{2}+ \dots \), where \(G_i\) are \(n\times n\) random matrices with independent standard complex Gaussian entries. The random set of \(z\) where these matrix-analytic functions become singular is shown to be determinantal point processes in the sphere and the hyperbolic plane, respectively. The kernels of these determinantal processes are reproducing kernels of certain Hilbert spaces (“Bargmann-Fock spaces”) of holomorphic functions on the corresponding surfaces. Along with the new results, this also gives a unified framework in which to view a theorem of Y. Peres and B. Virág [Acta Math. 194, No. 1, 1–35 (2005; Zbl 1099.60037)] (\(n=1\) in the second setting above) and a well-known result of J. Ginibre [J. Math. Phys. 6, 440–449 (1965; Zbl 0127.39304)] on Gaussian random matrices (which may be viewed as an analogue of our results in the whole plane).

MSC:

30B20 Random power series in one complex variable
15B52 Random matrices (algebraic aspects)
60H25 Random operators and equations (aspects of stochastic analysis)

References:

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