Spectral relations between products and powers of isotropic random matrices

被引:25
作者
Burda, Z. [1 ,2 ]
Nowak, M. A. [1 ,2 ]
Swiech, A. [1 ]
机构
[1] Jagiellonian Univ, Marian Smoluchowski Inst Phys, PL-30059 Krakow, Poland
[2] Jagiellonian Univ, Mark Kac Complex Syst Res Ctr, PL-30059 Krakow, Poland
来源
PHYSICAL REVIEW E | 2012年 / 86卷 / 06期
关键词
SINGULAR-VALUES; EIGENVALUES; THEOREM;
D O I
10.1103/PhysRevE.86.061137
中图分类号
O35 [流体力学]; O53 [等离子体物理学];
学科分类号
070204 ; 080103 ; 080704 ;
摘要
We show that the limiting eigenvalue density of the product of n identically distributed random matrices from an isotropic unitary ensemble is equal to the eigenvalue density of nth power of a single matrix from this ensemble, in the limit when the size of the matrix tends to infinity. Using this observation, one can derive the limiting density of the product of n independent identically distributed non-Hermitian matrices with unitary invariant measures. In this paper we discuss two examples: the product of n Girko-Ginibre matrices and the product of n truncated unitary matrices. We also provide evidence that the result holds also for isotropic orthogonal ensembles.
引用
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页数:6
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