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arxiv: 1403.6080 · v3 · pith:CXTQ65MJnew · submitted 2014-03-24 · 🧮 math.PR · math-ph· math.MP

Products of independent elliptic random matrices

classification 🧮 math.PR math-phmath.MP
keywords independentmatricesproductrandomdistributionellipticlimitresult
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For fixed $m > 1$, we study the product of $m$ independent $N \times N$ elliptic random matrices as $N$ tends to infinity. Our main result shows that the empirical spectral distribution of the product converges, with probability $1$, to the $m$-th power of the circular law, regardless of the joint distribution of the mirror entries in each matrix. This leads to a new kind of universality phenomenon: the limit law for the product of independent random matrices is independent of the limit laws for the individual matrices themselves. Our result also generalizes earlier results of G\"otze-Tikhomirov and O'Rourke-Soshnikov concerning the product of independent iid random matrices.

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