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Sibirskii Matematicheskii Zhurnal, 2011, Volume 52, Number 4, Pages 936–954
(Mi smj2248)
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This article is cited in 6 scientific papers (total in 6 papers)
On asymptotics for the spectrum of the product of two random rectangular matrices
A. N. Tikhomirovab a Syktyvkar State University, Syktyvkar, Russia
b Komi Scientific Center of Ural Branch of RAS, Syktyvkar, Russia
Abstract:
On assuming the Lindeberg condition, we prove the convergence of the expected spectral distribution of the product of two independent random rectangular matrices with independent entries to a certain distribution on the unit disk in the complex plane. We obtain an explicit expression for the density of the limit distribution.
Keywords:
random matrix, spectral distribution function, circular law, product of random matrices.
Received: 25.01.2011
Citation:
A. N. Tikhomirov, “On asymptotics for the spectrum of the product of two random rectangular matrices”, Sibirsk. Mat. Zh., 52:4 (2011), 936–954; Siberian Math. J., 52:4 (2011), 747–762
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https://www.mathnet.ru/eng/smj2248 https://www.mathnet.ru/eng/smj/v52/i4/p936
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Abstract page: | 289 | Full-text PDF : | 71 | References: | 41 | First page: | 2 |
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