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Dobrushin Mathematics Laboratory Seminar
October 4, 2011 16:00, room 307, IITP RAS (Bolshoy Karetniy per., 19), Moscow
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Spectral Properties of Products of Independent Non-Hermitian Random Matrices
A. B. Soshnikov University of California, Davis
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Abstract:
For fixed $m>1$, we consider $m$ independent $n imes n$ non-Hermitian random matrices $X_1, ..., X_m$ with i.i.d. centered entries with a finite $(2+eta)$-th moment, $eta>0.$ As $n$ tends to infinity, we show that the empirical spectral distribution of $X=n^{-m/2} * X_1 X_2 cdots X_m$ converges, with probability $1$, to a non-random, rotationally invariant distribution with compact support in the complex plane. The limiting distribution is the $m$-th power of the circular law. This is a joint work with Sean O'Rourke. The preprint is available at arxiv.org/abs/1012.4497.
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