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arXiv · 1408.1732

Asymptotic Spectra of Matrix-Valued Functions of Independent Random Matrices and Free Probability

F. Götze·H. Kösters·A. Tikhomirov
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Abstract

We investigate the universality of singular value and eigenvalue distributions of matrix valued functions of independent random matrices and apply these general results in several examples. In particular we determine the limit distribution and prove universality under general conditions for singular value and eigenvalue distributions of products of independent matrices from spherical ensembles.

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F. Götze, H. Kösters, A. Tikhomirov. 2014-08-07. Asymptotic Spectra of Matrix-Valued Functions of Independent Random Matrices and Free Probability. https://arxiv.org/abs/1408.1732

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