Multiplication law and S transform for non-hermitian random matrices

Abstract

We derive a multiplication law for free non-hermitian random matrices allowing for an easy reconstruction of the two-dimensional eigenvalue distribution of the product ensemble from the characteristics of the individual ensembles. We define the corresponding non-hermitian S transform being a natural generalization of the Voiculescu S transform. In addition we extend the classical hermitian S transform approach to deal with the situation when the random matrix ensemble factors have vanishing mean including the case when both of them are centered. We use planar diagrammatic techniques to derive these results.

25 pages + 11 figures

References in corpus (2)

• Eigenvalues and Singular Values of Products of Rectangular Gaussian Random Matrices
• Channel Capacity Estimation using Free Probability Theory

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