On the Asymptotic Spectrum of Products of Independent Random Matrices.
By Friedrich Götze, A. Tikhomirov. 2010
79 citations recorded by the source corpus.
We consider products of independent random matrices with independent entries. The limit distribution of the expected empirical distribution of eigenvalues of such products is computed. Let X (�)
Subfields: Mathematical Physics, Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/58c83dc38777229ac36ea61b86811effa4eed454
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In Mathematical Physics
- Charles Bordenave
- Djalil CHAFAÏ
- Pietro Caputo
- Nicholas A. Cook
- M. Capitaine
- Van H. Vu
- Hoi H. Nguyen
- Terence Tao
In Statistics and Probability
- Charles Bordenave
- Djalil CHAFAÏ
- Nicholas A. Cook
- Pietro Caputo
- Terence Tao
- M. Capitaine
- Van H. Vu
- Hoi H. Nguyen
Citations in the corpus
- Around the circular law (2011, result): “It allows for instance to study the limit of the empirical distribution of the eigenvalues of sums and products of random matrices, see [22], and also [67] in relation with Fuss-Catalan laws.”