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arXiv · 1309.2568

Free products of large random matrices - a short review of recent developments

Zdzislaw Burda
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Abstract

We review methods to calculate eigenvalue distributions of products of large random matrices. We discuss a generalization of the law of free multiplication to non-Hermitian matrices and give a couple of examples illustrating how to use these methods in practice. In particular we calculate eigenvalue densities of products of Gaussian Hermitian and non-Hermitian matrices including combinations of GUE and Ginibre matrices.

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Zdzislaw Burda. 2013-09-10. Free products of large random matrices - a short review of recent developments. https://doi.org/10.1088/1742-6596%2F473%2F1%2F012002

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