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arXiv · 1601.06353

Product of Non-Hermitian Random Matrices

Mohamed Bouali
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Abstract

We investigate the product of $n$ complex non-Hermitian, independent random matrices, each of size $N\times N$ in the class of elliptic matrices, with independent identically distributed entries. The joint probability distribution of the complex eigenvalues of the product matrix is found to be given by a determinantal point process.

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Mohamed Bouali. 2016-01-27. Product of Non-Hermitian Random Matrices. https://arxiv.org/abs/1601.06353

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