On the singular spectrum of powers and products of random matrices
Products \(W\) of \(m\) matrices \(X^\nu\), \(\nu=1,\dots,m\), with complex independent random entries are considered. Asymptotic behavior of the mathematical expectation of singular values of \(W\) is investigated when the matrices \(X^\nu\) sizes tend to infinity. The limit distribution function is described in terms of its Stieltyes transform. E.g., when all the matrices are \(n\times n\), the limit distribution is the Fuss-Catalan distribution. The same holds for the \(m\)-th power of a random \(n\times n\) matrix. Proofs are omitted.
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