New spectral relations between products and powers of isotropic random matrices
Abstract
We show that the limiting eigenvalue density of the product of n identically distributed random matrices from an isotropic unitary ensemble (IUE) is equal to the eigenvalue density of n-th power of a single matrix from this ensemble, in the limit when the size of the matrix tends to infinity. Using this observation one can derive the limiting density of the product of n independent identically distributed non-hermitian matrices with unitary invariant measures. In this paper we discuss two examples: the product of n Girko-Ginibre matrices and the product of n truncated unitary matrices. We also provide an evidence that the result holds also for isotropic orthogonal ensembles (IOE).
Keywords
Cite
@article{arxiv.1205.1625,
title = {New spectral relations between products and powers of isotropic random matrices},
author = {Z. Burda and M. A. Nowak and A. Swiech},
journal= {arXiv preprint arXiv:1205.1625},
year = {2013}
}
Comments
8 pages, 3 figures (in version 2 we added a figure and discussion on finite size effects for isotropic orthogonal ensemble)