Products of independent non-Hermitian random matrices

被引:55
|
作者
O'Rourke, Sean [1 ]
Soshnikov, Alexander [1 ]
机构
[1] Univ Calif Davis, Dept Math, Davis, CA 95616 USA
来源
基金
美国国家科学基金会;
关键词
Random matrices; Circular law; SINGULAR-VALUES; CIRCULAR LAW; INVERTIBILITY; POWERS; NORM;
D O I
10.1214/EJP.v16-954
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We consider the product of a finite number of non-Hermitian random matrices with i.i.d. centered entries of growing size. We assume that the entries have a finite moment of order bigger than two. We show that the empirical spectral distribution of the properly normalized product converges, almost surely, to a non-random, rotationally invariant distribution with compact support in the complex plane. The limiting distribution is a power of the circular law.
引用
收藏
页码:2219 / 2245
页数:27
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