English

Product of Non-Hermitian Random Matrices

Probability 2016-01-28 v2

Abstract

We investigate the product of nn complex non-Hermitian, independent random matrices, each of size N×NN\times N 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This paper has been withdrawn by the author due to a crucial sign error in lemma 2.1