From random matrices to random analytic functions

Manjunath Krishnapur

Published 2007-11-08Version 1

We consider two families of random matrix-valued analytic functions: (1) G_1-zG_2 and (2) G_0 + zG_1 +z^2G_2+ ..., where G_i are n x n independent random matrices with independent standard complex Gaussian entries. The set of z where these matrix-valued analytic functions become singular, are shown to be determinantal point processes on the sphere and the hyperbolic plane, respectively. The kernels of these determinantal processes are reproducing kernels of certain natural Hilbert spaces of analytic functions on the corresponding surfaces. This gives a unified framework in which to view a result of Peres and Virag (n=1 in the second setting) and a well known theorem of Ginibre on Gaussian random matrices (which may be viewed as an analogue of our results in the whole plane).