Product of Independent Cauchy-Lorentz Random Matrices
Probability
2016-01-14 v3
Abstract
We investigate the product of complex non-Hermitian, independent random matrices, each of size , 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 and .
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