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Limiting Empirical Spectral Distribution for Products of Rectangular Matrices

Probability 2021-04-08 v1

Abstract

In this paper, we consider mm independent random rectangular matrices whose entries are independent and identically distributed standard complex Gaussian random variables and assume the product of the mm rectangular matrices is an nn by nn square matrix. We study the limiting empirical spectral distributions of the product where the dimension of the product matrix goes to infinity, and mm may change with the dimension of the product matrix and diverge. We give a complete description for the limiting distribution of the empirical spectral distributions for the product matrix and illustrate some examples.

Keywords

Cite

@article{arxiv.2104.03244,
  title  = {Limiting Empirical Spectral Distribution for Products of Rectangular Matrices},
  author = {Yongcheng Qi and Hongru Zhao},
  journal= {arXiv preprint arXiv:2104.03244},
  year   = {2021}
}
R2 v1 2026-06-24T00:55:54.092Z