Spectral Radii of Products of Random Rectangular Matrices

被引:0
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作者
Yongcheng Qi
Mengzi Xie
机构
[1] University of Minnesota Duluth,Department of Mathematics and Statistics
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关键词
Spectral radius; Eigenvalue; Random rectangular matrix; Non-Hermitian random matrix; 15B52; 60F99; 60G70; 62H10;
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摘要
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 value 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 (J Theor Probab 30(1):326–364, 2017) when the rectangular matrices are square.
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页码:2185 / 2212
页数:27
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