On the law of multiplication of random matrices

DOI10.1023/A:1011807424118zbMath0992.15021MaRDI QIDQ5951917

Vladimir Vasilchuk

Publication date: 8 January 2002

Published in: Mathematical Physics, Analysis and Geometry (Search for Journal in Brave)

zbMATH Keywords

convergencestochastic processeseigenvalue distributionrandom matricescounting measureHerglotz and Stieltjes transformslimit laws

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Random matrices (algebraic aspects) (15B52) Convergence of probability measures (60B10)

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Eigenvalue distribution of large random matrices arising in deep neural networks: Orthogonal case ⋮ The canonical equations \(K_{66}\), \(K_{67}\), \(K_{68}\) and \(K_{69}\) ⋮ On the asymptotic distribution of the commutator and anticommutator of random matrices ⋮ The Law of Multiplication of Large Random Matrices Revisited ⋮ Asymptotically liberating sequences of random unitary matrices ⋮ The arithmetic of distributions in free probability theory ⋮ Limit theorems in free probability theory. I ⋮ On the fluctuations of eigenvalues of multiplicative deformed unitary invariant ensembles

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