Operator ${\ell }^{\infty }\to {\ell }^{\infty }$ norm of products of random matrices

Abstract

We study the ${\ell }^{\infty }\to {\ell }^{\infty }$ operator norm of products of independent random matrices with independent and identically distributed entries. For $n$-by-$n$ matrices whose entries are centered, have unit variance, and have a finite moment of order $4\alpha$ for some $\alpha >1$, we find that the operator norm of the product of $p$ matrices behaves asymptotically like $n^{\frac{p+1}{2}}\sqrt{2/\pi }$. The case of products of possibly non-square matrices with possibly non-centered entries is also covered.

29 pages