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On the asymptotic distribution of the singular values of powers of random matrices
asymptotic distribution singular values of powers of random matrices
2011/1/21
We consider powers of random matrices with independent entries. Let Xij , i, j ≥ 1,be independent complex random variables with EXij = 0 and E|Xij |2 = 1 and let X denote an n×n matrix with [X]ij = Xi...
On the asymptotic distribution of singular values of products of large rectangular random matrices
asymptotic distribution of singular values of products large rectangular random matrices
2011/1/21
We consider products of independent large random rectangular matrices with independent entries. The limit distribution of the expected empirical distribution of singular values of such products is com...