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No Outliers in the Spectrum of the Product of Independent Non-Hermitian Random Matrices with Independent Entries

Author

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  • Yuriy Nemish

    (Université de Toulouse)

Abstract

We consider products of independent square random non-Hermitian matrices. More precisely, let $$n\ge 2$$ n ≥ 2 and let $$X_1,\ldots ,X_n$$ X 1 , … , X n be independent $$N\times N$$ N × N random matrices with independent centered entries (either real or complex with independent real and imaginary parts) with variance $$N^{-1}$$ N - 1 . In Götze and Tikhomirov (On the asymptotic spectrum of products of independent random matrices, 2011. arXiv:1012.2710 ) and O’Rourke and Soshnikov (Electron J Probab 16(81):2219–2245, 2011) it was shown that the limit of the empirical spectral distribution of the product $$X_1\cdots X_n$$ X 1 ⋯ X n is supported in the unit disk. We prove that if the entries of the matrices $$X_1,\ldots ,X_n$$ X 1 , … , X n satisfy uniform subexponential decay condition, then the spectral radius of $$X_1\cdots X_n$$ X 1 ⋯ X n converges to 1 almost surely as $$N\rightarrow \infty $$ N → ∞ .

Suggested Citation

  • Yuriy Nemish, 2018. "No Outliers in the Spectrum of the Product of Independent Non-Hermitian Random Matrices with Independent Entries," Journal of Theoretical Probability, Springer, vol. 31(1), pages 402-444, March.
  • Handle: RePEc:spr:jotpro:v:31:y:2018:i:1:d:10.1007_s10959-016-0708-2
    DOI: 10.1007/s10959-016-0708-2
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    Cited by:

    1. Natalie Coston & Sean O’Rourke, 2020. "Gaussian Fluctuations for Linear Eigenvalue Statistics of Products of Independent iid Random Matrices," Journal of Theoretical Probability, Springer, vol. 33(3), pages 1541-1612, September.

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