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- W2784816088 abstract "Consider the product of $m$ independent $ntimes n$ random matrices from the spherical ensemble for $mge 1$. The spectral radius is defined as the maximum absolute value of the $n$ eigenvalues of the product matrix. When $m=1$, the limiting distribution for the spectral radii has been obtained by Jiang and Qi (2017). In this paper, we investigate the limiting distributions for the spectral radii in general. When $m$ is a fixed integer, we show that the spectral radii converge weakly to distributions of functions of independent Gamma random variables. When $m=m_n$ tends to infinity as $n$ goes to infinity, we show that the logarithmic spectral radii have a normal limit." @default.
- W2784816088 created "2018-02-02" @default.
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- W2784816088 date "2018-01-21" @default.
- W2784816088 modified "2023-09-26" @default.
- W2784816088 title "Limiting Distributions of Spectral Radii for Product of Matrices from the Spherical Ensemble" @default.
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- W2784816088 doi "https://doi.org/10.48550/arxiv.1801.06877" @default.
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