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

DOI10.1016/J.JMAA.2018.01.048MaRDI QIDQ1706533zbMATH OpenOpenAlexFDO

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)

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

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)

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.

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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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