Products of Independent Non-Hermitian Random Matrices
Probability
2014-08-18 v3 Mathematical Physics
math.MP
Abstract
For fixed , we consider independent non-Hermitian random matrices with i.i.d. centered entries with a finite -th moment, As tends to infinity, we show that the empirical spectral distribution of converges, with probability 1, to a non-random, rotationally invariant distribution with compact support in the complex plane. The limiting distribution is the -th power of the circular law.
Keywords
Cite
@article{arxiv.1012.4497,
title = {Products of Independent Non-Hermitian Random Matrices},
author = {Sean O'Rourke and Alexander Soshnikov},
journal= {arXiv preprint arXiv:1012.4497},
year = {2014}
}
Comments
The paper is accepted for publication in Electronic Journal of Probability. In the final version we fixed a small technical gap in the proofs of Theorem 15 and Lemma 19 and added the reference to the 2009 paper by Girko and Vladimirova