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Spectral Radii of Products of Random Rectangular Matrices

Probability 2022-07-18 v2

Abstract

We consider m independent random rectangular matrices whose entries are independent and identically distributed standard complex Gaussian random variables. Assume the product of the m rectangular matrices is an n by n square matrix. The maximum absolute values of the n eigenvalues of the product matrix is called spectral radius. In this paper, we study the limiting spectral radii of the product when m changes with n and can even diverge. We give a complete description for the limiting distribution of the spectral radius. Our results reduce to those in Jiang and Qi [26] when the rectangular matrices are square ones.

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Cite

@article{arxiv.1909.04845,
  title  = {Spectral Radii of Products of Random Rectangular Matrices},
  author = {Yongcheng Qi and Mengzi Xie},
  journal= {arXiv preprint arXiv:1909.04845},
  year   = {2022}
}

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29 pages