Universal microscopic correlation functions for products of independent Ginibre matrices

We consider the product of n complex non-Hermitian, independent random matrices, each of size NxN with independent identically distributed Gaussian entries (Ginibre matrices). The joint probability distribution of the complex eigenvalues of the product matrix is found to be given by a determinantal point process as in the case of a single Ginibre matrix, but with a more complicated weight given by a Meijer G-function depending on n. Using the method of orthogonal polynomials we compute all eigenvalue density correlation functions exactly for finite N and fixed n. They are given by the determinant of the corresponding kernel which we construct explicitly. In the large-N limit at fixed n we first determine the microscopic correlation functions in the bulk and at the edge of the spectrum. After unfolding they are identical to that of the Ginibre ensemble with n=1 and thus universal. In contrast the microscopic correlations we find at the origin differ for each n>1 and generalise the known Bessel-law in the complex plane for n=2 to a new hypergeometric kernel 0_F_n-1.Comment: 20 pages, v2 published version: typos corrected and references adde

Asymptotic behaviour of zeros of exceptional Jacobi and Laguerre polynomials

The location and asymptotic behaviour for large n of the zeros of exceptional Jacobi and Laguerre polynomials are discussed. The zeros of exceptional polynomials fall into two classes: the regular zeros, which lie in the interval of orthogonality and the exceptional zeros, which lie outside that interval. We show that the regular zeros have two interlacing properties: one is the natural interlacing between consecutive polynomials as a consequence of their Sturm-Liouville character, while the other one shows interlacing between the zeros of exceptional and classical polynomials. A generalization of the classical Heine-Mehler formula is provided for the exceptional polynomials, which allows to derive the asymptotic behaviour of their regular zeros. We also describe the location and the asymptotic behaviour of the exceptional zeros, which converge for large n to fixed values.Comment: 19 pages, 3 figures, typed in AMS-LaTe

Accuracy and Stability of Computing High-Order Derivatives of Analytic Functions by Cauchy Integrals

High-order derivatives of analytic functions are expressible as Cauchy integrals over circular contours, which can very effectively be approximated, e.g., by trapezoidal sums. Whereas analytically each radius r up to the radius of convergence is equal, numerical stability strongly depends on r. We give a comprehensive study of this effect; in particular we show that there is a unique radius that minimizes the loss of accuracy caused by round-off errors. For large classes of functions, though not for all, this radius actually gives about full accuracy; a remarkable fact that we explain by the theory of Hardy spaces, by the Wiman-Valiron and Levin-Pfluger theory of entire functions, and by the saddle-point method of asymptotic analysis. Many examples and non-trivial applications are discussed in detail.Comment: Version 4 has some references and a discussion of other quadrature rules added; 57 pages, 7 figures, 6 tables; to appear in Found. Comput. Mat