首页 | 本学科首页   官方微博 | 高级检索  
     检索      


No Outliers in the Spectrum of the Product of Independent Non-Hermitian Random Matrices with Independent Entries
Authors:Yuriy Nemish
Institution:1.Institut de Mathématiques de Toulouse, UMR 5219 du CNRS,Université de Toulouse,Toulouse,France
Abstract:We consider products of independent square random non-Hermitian matrices. More precisely, let \(n\ge 2\) and let \(X_1,\ldots ,X_n\) be independent \(N\times N\) random matrices with independent centered entries (either real or complex with independent real and imaginary parts) with variance \(N^{-1}\). In Götze and Tikhomirov (On the asymptotic spectrum of products of independent random matrices, 2011. arXiv:1012.2710) and O’Rourke and Soshnikov (Electron J Probab 16(81):2219–2245, 2011) it was shown that the limit of the empirical spectral distribution of the product \(X_1\cdots X_n\) is supported in the unit disk. We prove that if the entries of the matrices \(X_1,\ldots ,X_n\) satisfy uniform subexponential decay condition, then the spectral radius of \(X_1\cdots X_n\) converges to 1 almost surely as \(N\rightarrow \infty \).
Keywords:
本文献已被 SpringerLink 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号