Local law for the product of independent non-Hermitian random matrices with independent entries
Nemish Y. 2017. Local law for the product of independent non-Hermitian random matrices with independent entries. Electronic Journal of Probability. 22, 22.
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Abstract
We consider products of independent square non-Hermitian random matrices. More precisely, let X1,…, Xn be independent N × N random matrices with independent entries (real or complex with independent real and imaginary parts) with zero mean and variance 1/N. Soshnikov-O’Rourke [19] and Götze-Tikhomirov [15] showed that the empirical spectral distribution of the product of n random matrices with iid entries converges to (equation found). We prove that if the entries of the matrices X1,…, Xn are independent (but not necessarily identically distributed) and satisfy uniform subexponential decay condition, then in the bulk the convergence of the ESD of X1,…, Xn to (0.1) holds up to the scale N–1/2+ε.
Publishing Year
Date Published
2017-02-06
Journal Title
Electronic Journal of Probability
Publisher
Institute of Mathematical Statistics
Volume
22
Article Number
22
ISSN
IST-REx-ID
Cite this
Nemish Y. Local law for the product of independent non-Hermitian random matrices with independent entries. Electronic Journal of Probability. 2017;22. doi:10.1214/17-EJP38
Nemish, Y. (2017). Local law for the product of independent non-Hermitian random matrices with independent entries. Electronic Journal of Probability. Institute of Mathematical Statistics. https://doi.org/10.1214/17-EJP38
Nemish, Yuriy. “Local Law for the Product of Independent Non-Hermitian Random Matrices with Independent Entries.” Electronic Journal of Probability. Institute of Mathematical Statistics, 2017. https://doi.org/10.1214/17-EJP38.
Y. Nemish, “Local law for the product of independent non-Hermitian random matrices with independent entries,” Electronic Journal of Probability, vol. 22. Institute of Mathematical Statistics, 2017.
Nemish Y. 2017. Local law for the product of independent non-Hermitian random matrices with independent entries. Electronic Journal of Probability. 22, 22.
Nemish, Yuriy. “Local Law for the Product of Independent Non-Hermitian Random Matrices with Independent Entries.” Electronic Journal of Probability, vol. 22, 22, Institute of Mathematical Statistics, 2017, doi:10.1214/17-EJP38.
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