Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
8899900 | Journal of Mathematical Analysis and Applications | 2018 | 19 Pages |
Abstract
Consider the product of m independent nÃn random matrices from the spherical ensemble for mâ¥1. The spectral radius is defined as the maximum absolute value of the n eigenvalues of the product matrix. When m=1, the limiting distribution for the spectral radii has been obtained by Jiang and Qi (2017). In this paper, we investigate the limiting distributions for the spectral radii in general. When m is a fixed integer, we show that the spectral radii converge weakly to distributions of functions of independent Gamma random variables. When m=mn tends to infinity as n goes to infinity, we show that the logarithmic spectral radii have a normal limit.
Related Topics
Physical Sciences and Engineering
Mathematics
Analysis
Authors
Shuhua Chang, Deli Li, Yongcheng Qi,