Product of Non-Hermitian Random Matrices

MaRDI QIDQ6269650zbMATH OpenFDO

Authors Mohamed Bouali

Publication date 24 January 2016

Abstract: We investigate the product of $n$ complex non-Hermitian, independent random matrices, each of size $NimesN$ in the class of elliptic matrices, with independent identically distributed entries. The joint probability distribution of the complex eigenvalues of the product matrix is found to be given by a determinantal point process.

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