Limiting Empirical Spectral Distribution for Products of Rectangular Matrices
Probability
2021-04-08 v1
Abstract
In this paper, we consider independent random rectangular matrices whose entries are independent and identically distributed standard complex Gaussian random variables and assume the product of the rectangular matrices is an by square matrix. We study the limiting empirical spectral distributions of the product where the dimension of the product matrix goes to infinity, and 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.
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}
}