Products of Independent Non-Hermitian Random Matrices

preprint2011arXivOpen access

Abstract

For fixed m>1m>1, we consider mm independent n×nn \times n non-Hermitian random matrices X1,...,XmX_1, ..., X_m with i.i.d. centered entries with a finite (2+η)(2+η)-th moment, η>0. η>0. As nn tends to infinity, we show that the empirical spectral distribution of $n^{-m/2} \*X_1 X_2 ... X_m$ converges, with probability 1, to a non-random, rotationally invariant distribution with compact support in the complex plane. The limiting distribution is the mm-th power of the circular law.

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