Product of Non-Hermitian Random Matrices

Abstract

We investigate the product of $n$ complex non-Hermitian, independent random matrices, each of size $N\times N$ in the class of elliptic matrices, with independent identically distributed entries. The joint probability distribution of the complex eigenvalues of the product matrix is found to be given by a determinantal point process.

This paper has been withdrawn by the author due to a crucial sign error in lemma 2.1

References in corpus (3)

• On the Asymptotic Spectrum of Products of Independent Random Matrices
• Products of independent elliptic random matrices
• Products of Independent Gaussian Random Matrices