On the spectrum of sum and product of non-Hermitian random matrices

DOI10.1214/ECP.V16-1606zbMATH Open1227.60010arXiv1010.3087MaRDI QIDQ638249FDOQ638249

Authors: Charles Bordenave 

Publication date: 9 September 2011

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Abstract: In this short note, we revisit the work of T. Tao and V. Vu on large non-hermitian random matrices with independent and identically distributed entries with mean zero and unit variance. We prove under weaker assumptions that the limit spectral distribution of sum and product of non-hermitian random matrices is universal. As a byproduct, we show that the generalized eigenvalues distribution of two independent matrices converges almost surely to the uniform measure on the Riemann sphere.

Full work available at URL: https://arxiv.org/abs/1010.3087

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zbMATH Keywords

generalized eigenvaluesnon-Hermitian random matricesspherical law

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20) Spectrum, resolvent (47A10)

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• A real quaternion spherical ensemble of random matrices
• Characteristic polynomials of products of non-Hermitian Wigner matrices: finite-\(N\) results and Lyapunov universality
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• Limiting Spectral Distributions of Sums of Products of Non-Hermitian Random Matrices
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