On the asymptotic distribution of the singular values of powers of random matrices
Probability
2010-12-14 v1
Abstract
We consider powers of random matrices with independent entries. Let , be independent complex random variables with and and let denote an matrix with , for . Denote by the singular values of the random matrix and define the empirical distribution of the squared singular values by where denotes the indicator of an event . We prove that under a Lindeberg condition for the fourth moment that the expected spectral distribution converges to the distribution function defined by its moments
Keywords
Cite
@article{arxiv.1012.2743,
title = {On the asymptotic distribution of the singular values of powers of random matrices},
author = {Nikita Alexeev and Friedrich Götze and Alexander Tikhomirov},
journal= {arXiv preprint arXiv:1012.2743},
year = {2010}
}