paper

No outliers in the spectrum of the product of independent non-Hermitian random matrices with independent entries

arXiv:1412.2410

Abstract

We consider products of independent square random non-Hermitian matrices. More precisely, let and let be independent random matrices with independent centered entries with variance . It was shown by Götze and Tikhomirov and by Soshnikov and O'Rourke that the limit of the empirical spectral distribution of the product is supported in the unit disk. We prove that if the entries of the matrices satisfy uniform subexponential decay condition, then the spectral radius of converges to 1 almost surely as .