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arXiv · 1205.1625

New spectral relations between products and powers of isotropic random matrices

Z. Burda·M. A. Nowak·A. Swiech
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Abstract

We show that the limiting eigenvalue density of the product of n identically distributed random matrices from an isotropic unitary ensemble (IUE) is equal to the eigenvalue density of n-th 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 an evidence that the result holds also for isotropic orthogonal ensembles (IOE).

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Z. Burda, M. A. Nowak, A. Swiech. 2012-06-16. New spectral relations between products and powers of isotropic random matrices. https://doi.org/10.1103/physreve.86.061137

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