English

Product of Independent Cauchy-Lorentz Random Matrices

Probability 2016-01-14 v3

Abstract

We investigate the product of nn complex non-Hermitian, independent random matrices, each of size Ni×Ni+1N_i\times N_{i+1} (i=1,...,n)(i=1,...,n), with independent identically distributed Cauchy entries (Cauchy-Lorentz matrices). The joint probability distribution of the complex eigenvalues of the product matrix is found to be given by a determinantal point process as in the case of a single Cauchy-Lorentz matrix, but with weight given by a Meijer G-function depending on nn and NiN_i.

Keywords

Cite

@article{arxiv.1512.08179,
  title  = {Product of Independent Cauchy-Lorentz Random Matrices},
  author = {Mohamed Bouali},
  journal= {arXiv preprint arXiv:1512.08179},
  year   = {2016}
}

Comments

arXiv admin note: text overlap with arXiv:1208.0187 by other authors