Limiting empirical spectral distribution for products of rectangular matrices

DOI10.1016/J.JMAA.2021.125237zbMATH Open1466.60012arXiv2104.03244OpenAlexW3153114192MaRDI QIDQ2033121FDOQ2033121

Authors: Yongcheng Qi, Hongru Zhao 

Publication date: 14 June 2021

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

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.

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

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zbMATH Keywords

eigenvaluesempirical spectral distributionnon-Hermitian random matrixproduct of rectangular matrices

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20)

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• Empirical distribution of scaled eigenvalues for product of matrices from the spherical ensemble
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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
• Limiting eigenvalue behavior of a class of large dimensional random matrices formed from a Hadamard product
• Asymptotic products of independent Gaussian random matrices with correlated entries
• Limiting distributions of spectral radii for product of matrices from the spherical ensemble

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