On the law of multiplication of random matrices (Q5951917)

The author deals with the eigenvalue distribution of products of \(n\times n\) random matrices using the techniques of \textit{L. Pastur} and \textit{V. Vasilchuk} [Commun. Math. Phys. 214, No. 2, 249-286 (2000; Zbl 1039.82020)] and the results of \textit{D. V. Voiculescu} [Invent. Math. 104, No. 1, 201-220 (1991; Zbl 0736.60007)]. The normalized eigenvalue counting measure of the product of two \(n\times n\) unitary matrices and the measure of the product of three \(n\times n\) Hermitian positive definite matrices rotated independently by random unitary Haar distributed matrices is studied. The convergence in probability as \(n\to\infty\) to a limiting nonrandom measure is established. Functional equations are obtained for the Herglotz and Stieltjes transforms of the limiting measure.