Empirical distribution of scaled eigenvalues for product of matrices from the spherical ensemble

DOI10.1016/J.SPL.2017.04.002zbMATH Open1379.60006arXiv1701.06926OpenAlexW2606075482MaRDI QIDQ2407484FDOQ2407484

Authors: Shuhua Chang, Yongcheng Qi 

Publication date: 6 October 2017

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Abstract: Consider the product of $m$ independent $nimesn$ random matrices from the spherical ensemble for $mge1$. The empirical distribution based on the $n$ eigenvalues of the product is called the empirical spectral distribution. Two recent papers by G"otze, K"osters and Tikhomirov (2015) and Zeng (2016) obtain the limit of the empirical spectral distribution for the product when $m$ is a fixed integer. In this paper, we investigate the limiting empirical distribution of scaled eigenvalues for the product of $m$ independent matrices from the spherical ensemble in the case when $m$ changes with $n$, that is, $m=m_n$ is an arbitrary sequence of positive integers.

Full work available at URL: https://arxiv.org/abs/1701.06926

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zbMATH Keywords

random matrixempirical spectral distributionproduct ensemblespherical ensemble

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20)

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Cited In (10)

• Empirical distributions of eigenvalues of product ensembles
• Eigenvalues distribution for products of independent spherical ensembles
• Asymptotic distribution of singular values for matrices in a spherical ensemble
• 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
• Limiting empirical distribution for eigenvalues of products of random rectangular matrices
• Limiting distributions of spectral radii for product of matrices from the spherical ensemble
• Eigenvalue distributions from a star product approach

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