Limiting empirical spectral distribution for products of rectangular matrices

DOI10.1016/J.JMAA.2021.125237MaRDI QIDQ2033121zbMATH OpenOpenAlexFDO

Authors Yongcheng Qi, Hongru Zhao

Publication date 14 June 2021

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

Full work available at URL https://arxiv.org/abs/2104.03244

zbMATH Keywords

eigenvaluesempirical spectral distributionnon-Hermitian random matrixproduct of rectangular matrices

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20)

Abstract: In this paper, we consider $m$ independent random rectangular matrices whose entries are independent and identically distributed standard complex Gaussian random variables and assume the product of the $m$ rectangular matrices is an $n$ by $n$ square matrix. We study the limiting empirical spectral distributions of the product where the dimension of the product matrix goes to infinity, and $m$ may change with the dimension of the product matrix and diverge. We give a complete description for the limiting distribution of the empirical spectral distributions for the product matrix and illustrate some examples.

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Cited in

(12)

• Eigenvalues and singular values of products of rectangular Gaussian random matrices -- the extended version
• Empirical distribution of scaled eigenvalues for product of matrices from the spherical ensemble
• On eigenvalue distributions of large autocovariance matrices
• The limit empirical spectral distribution of Gaussian monic complex matrix polynomials
• The limit empirical spectral distribution of complex matrix polynomials
• Limiting spectral radii for products of Ginibre matrices and their inverses
• Spectral radii of products of random rectangular matrices
• Limiting empirical distribution for eigenvalues of products of random rectangular matrices
• On asymptotics for the spectrum of the product of two random rectangular matrices
• Asymptotic products of independent Gaussian random matrices with correlated entries
• Limiting eigenvalue behavior of a class of large dimensional random matrices formed from a Hadamard product
• Limiting distributions of spectral radii for product of matrices from the spherical ensemble

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