Spectral radii of products of random rectangular matrices

DOI10.1007/S10959-019-00942-9MaRDI QIDQ2209318zbMATH OpenOpenAlexFDO

Authors Yongcheng Qi, Mengzi Xie

Publication date 30 October 2020

Published in Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1909.04845

zbMATH Keywords

spectral radiuseigenvaluenon-Hermitian random matrixrandom rectangular matrix

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Extreme value theory; extremal stochastic processes (60G70) Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20) Limit theorems in probability theory (60F99)

Abstract: We consider m independent random rectangular matrices whose entries are independent and identically distributed standard complex Gaussian random variables. Assume the product of the m rectangular matrices is an n by n square matrix. The maximum absolute values of the n eigenvalues of the product matrix is called spectral radius. In this paper, we study the limiting spectral radii of the product when m changes with n and can even diverge. We give a complete description for the limiting distribution of the spectral radius. Our results reduce to those in Jiang and Qi [26] when the rectangular matrices are square ones.

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Cited in

(12)

• Eigenvalues and singular values of products of rectangular Gaussian random matrices -- the extended version
• Product of exponentials and spectral radius of random \(k\)-circulants
• scientific article; zbMATH DE number 3936078 (Why is no real title available?)
• Spectral norm of products of random and deterministic matrices
• Limiting empirical spectral distribution for products of rectangular matrices
• On the spectral radius of a random matrix: an upper bound without fourth moment
• Limiting spectral radii for products of Ginibre matrices and their inverses
• Limiting empirical distribution for eigenvalues of products of random rectangular matrices
• Spectral Distribution of Product of Pseudorandom Matrices Formed From Binary Block Codes
• On asymptotics for the spectrum of the product of two random rectangular matrices
• Phase transitions for infinite products of large non-Hermitian random matrices
• Limiting distributions of spectral radii for product of matrices from the spherical ensemble

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