Limiting distributions of spectral radii for product of matrices from the spherical ensemble

DOI10.1016/J.JMAA.2018.01.048zbMATH Open1385.15004arXiv1801.06877OpenAlexW2963412099MaRDI QIDQ1706533FDOQ1706533

Authors: Shuhua Chang, Yongcheng Qi, Deli Li 

Publication date: 22 March 2018

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Abstract: Consider the product of $m$ independent $nimesn$ random matrices from the spherical ensemble for $mge1$. The spectral radius is defined as the maximum absolute value of the $n$ eigenvalues of the product matrix. When $m=1$, the limiting distribution for the spectral radii has been obtained by Jiang and Qi (2017). In this paper, we investigate the limiting distributions for the spectral radii in general. When $m$ is a fixed integer, we show that the spectral radii converge weakly to distributions of functions of independent Gamma random variables. When $m=m_n$ tends to infinity as $n$ goes to infinity, we show that the logarithmic spectral radii have a normal limit.

Full work available at URL: https://arxiv.org/abs/1801.06877

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zbMATH Keywords

random matrixspectral radiuslimiting distributionproduct ensemblespherical ensemble

Mathematics Subject Classification ID

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

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Cited In (9)

• Empirical distribution of scaled eigenvalues for product of matrices from the spherical ensemble
• Extremal particles of two-dimensional Coulomb gases and random polynomials on a positive background
• Edge fluctuations for random normal matrix ensembles
• Eigenvalues distribution for products of independent spherical ensembles
• Limiting empirical spectral distribution for products of rectangular matrices
• Limiting spectral radii of circular unitary matrices under light truncation
• Limiting spectral radii for products of Ginibre matrices and their inverses
• Spectral radii of products of random rectangular matrices
• Phase transitions for infinite products of large non-Hermitian random matrices

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