Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5129905 | Statistics & Probability Letters | 2017 | 8 Pages |
Abstract
We study the empirical spectral distribution of a product AN(m)=A1â¯Am of m random rectangular matrices with i.i.d. complex Gaussian entries. The product ensemble is of dimension NÃN, and the rectangular matrix Aj is of size NjÃNj+1 for j=1,â¦,m with Nm+1=N1=N. Explicit limit of empirical eigenvalue distribution of AN(m) is obtained in almost sure convergence as N goes to infinity. In particular, a rich feature of the limiting distributions is presented as the ratio Nj/N fluctuates for each j.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Xingyuan Zeng,