Asymptotic products of independent Gaussian random matrices with correlated entries

DOI10.1214/ECP.V16-1635zbMATH Open1225.15037OpenAlexW2050354995MaRDI QIDQ638280FDOQ638280

Authors: Gabriel H. Tucci 

Publication date: 9 September 2011

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

Full work available at URL: http://www.emis.de/journals/EJP-ECP/_ejpecp/ECP/viewarticle9959.html

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zbMATH Keywords

covariance matrixLyapunov exponentsHermitian matricesGaussian random matricesasymptotic spectral measurelimit measure

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Probability measures on topological spaces (60B05) Random matrices (probabilistic aspects) (60B20)

Cited In (6)

• Asymptotic properties of large random matrices with independent entries
• Products of many large random matrices and gradients in deep neural networks
• Lyapunov exponents for products of complex Gaussian random matrices
• Universal microscopic correlation functions for products of independent Ginibre matrices
• Finite rank perturbations in products of coupled random matrices: from one correlated to two Wishart ensembles
• Asymptotic correlations for Gaussian and Wishart matrices with external source

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