English

Operator $\ell^\infty \to \ell^\infty$ norm of products of random matrices

Probability 2026-01-19 v2

Abstract

We study the \ell^\infty \to \ell^\infty operator norm of products of independent random matrices with independent and identically distributed entries. For nn-by-nn matrices whose entries are centered, have unit variance, and have a finite moment of order 4α4\alpha for some α>1\alpha > 1, we find that the operator norm of the product of pp matrices behaves asymptotically like np+122/πn^{\frac {p+1}{2}}\sqrt{2/\pi}. The case of products of possibly non-square matrices with possibly non-centered entries is also covered.

Keywords

Cite

@article{arxiv.2502.06711,
  title  = {Operator $\ell^\infty \to \ell^\infty$ norm of products of random matrices},
  author = {Jean-Christophe Mourrat},
  journal= {arXiv preprint arXiv:2502.06711},
  year   = {2026}
}

Comments

29 pages