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

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.

preprint2013arXivOpen access
Zdzislaw Burda
cond-mat.stat-mechmath-phmath.MP
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Open access1 author3 topics
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Zdzislaw Burda

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