Product of Non-Hermitian Random Matrices
Probability
2016-01-28 v2
Abstract
We investigate the product of complex non-Hermitian, independent random matrices, each of size in the class of elliptic matrices, with independent identically distributed entries. The joint probability distribution of the complex eigenvalues of the product matrix is found to be given by a determinantal point process.
Keywords
Cite
@article{arxiv.1601.06353,
title = {Product of Non-Hermitian Random Matrices},
author = {Mohamed Bouali},
journal= {arXiv preprint arXiv:1601.06353},
year = {2016}
}
Comments
This paper has been withdrawn by the author due to a crucial sign error in lemma 2.1