Abstract

For fixed m>1m > 1, we study the product of mm independent N×NN \times N elliptic random matrices as NN tends to infinity. Our main result shows that the empirical spectral distribution of the product converges, with probability 11, to the mm-th power of the circular law, regardless of the joint distribution of the mirror entries in each matrix. This leads to a new kind of universality phenomenon: the limit law for the product of independent random matrices is independent of the limit laws for the individual matrices themselves. Our result also generalizes earlier results of Götze-Tikhomirov and O'Rourke-Soshnikov concerning the product of independent iid random matrices.

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