English

Probability that product of real random matrices have all eigenvalues real tend to 1

Probability 2017-01-19 v1 Mathematical Physics math.MP

Abstract

In this article we consider products of real random matrices with fixed size. Let A1,A2,A_1,A_2, \dots be i.i.d k×kk \times k real matrices, whose entries are independent and identically distributed from probability measure μ\mu. Let Xn=A1A2AnX_n = A_1A_2\dots A_n. Then it is conjectured that P(Xn has all real eigenvalues)1 as n.\mathbb{P}(X_n \text{ has all real eigenvalues}) \rightarrow 1 \text{ as } n \rightarrow \infty. We show that the conjecture is true when μ\mu has an atom.

Keywords

Cite

@article{arxiv.1606.07581,
  title  = {Probability that product of real random matrices have all eigenvalues real tend to 1},
  author = {Tulasi Ram Reddy},
  journal= {arXiv preprint arXiv:1606.07581},
  year   = {2017}
}

Comments

Based on author's Ph.D thesis arXiv:1602.05298