On the spectrum of sum and product of non-Hermitian random matrices

DOI10.1214/ECP.v16-1606zbMath1227.60010arXiv1010.3087MaRDI QIDQ638249

Charles Bordenave

Publication date: 9 September 2011

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1010.3087

zbMATH Keywords

generalized eigenvaluesnon-Hermitian random matricesspherical law

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Eigenvalues, singular values, and eigenvectors (15A18) Spectrum, resolvent (47A10) Random matrices (algebraic aspects) (15B52)

Related Items (27)

Asymptotic spectra of matrix-valued functions of independent random matrices and free probability ⋮ On the largest eigenvalue of products from the β-Laguerre ensemble ⋮ Empirical distribution of scaled eigenvalues for product of matrices from the spherical ensemble ⋮ Erratum to: Outliers in the spectrum of iid matrices with bounded rank perturbations ⋮ Outliers in the spectrum for products of independent random matrices ⋮ The limit empirical spectral distribution of complex matrix polynomials ⋮ A real quaternion spherical ensemble of random matrices ⋮ Asymptotic distribution of singular values for matrices in a spherical ensemble ⋮ Around the circular law ⋮ Limiting distributions of spectral radii for product of matrices from the spherical ensemble ⋮ An induced real quaternion spherical ensemble of random matrices ⋮ Spectral radii of products of random rectangular matrices ⋮ Empirical distributions of eigenvalues of product ensembles ⋮ On estimation in the reduced-rank regression with a large number of responses and predictors ⋮ Spectral radii of large non-Hermitian random matrices ⋮ Equidistribution and $\beta$ ensembles ⋮ Limiting empirical spectral distribution for products of rectangular matrices ⋮ Products of independent elliptic random matrices ⋮ Rate of convergence for products of independent non-Hermitian random matrices ⋮ Extremes of 2d Coulomb gas: universal intermediate deviation regime ⋮ On the extreme value statistics of normal random matrices and 2D Coulomb gases: Universality and finiteNcorrections ⋮ Eigenvalues of large chiral non-Hermitian random matrices ⋮ Outlier Eigenvalues for Deformed I.I.D. Random Matrices ⋮ Limiting Spectral Distributions of Sums of Products of Non-Hermitian Random Matrices ⋮ Random matrix products: universality and least singular values ⋮ Gaussian fluctuations for linear eigenvalue statistics of products of independent iid random matrices ⋮ Spectral theory of sparse non-Hermitian random matrices

This page was built for publication: On the spectrum of sum and product of non-Hermitian random matrices