{"title":"非厄米随机矩阵乘积和的极限谱分布","authors":"H. Kosters, A. Tikhomirov","doi":"10.19195/0208-4147.38.2.6","DOIUrl":null,"url":null,"abstract":"For fixed l≥0 and m≥1, let Xn0, Xn1,..., Xnl be independent random n × n matrices with independent entries, let Fn0 := Xn0, Xn1-1,..., Xnl-1, and let Fn1,..., Fnm be independent random matrices of the same form as Fn0 . We show that as n → ∞, the matrices Fn0 and m−l+1/2Fn1 +...+ Fnm have the same limiting eigenvalue distribution. To obtain our results, we apply the general framework recently introduced in Götze, Kösters, and Tikhomirov 2015 to sums of products of independent random matrices and their inverses.We establish the universality of the limiting singular value and eigenvalue distributions, and we provide a closer description of the limiting distributions in terms of free probability theory.","PeriodicalId":48996,"journal":{"name":"Probability and Mathematical Statistics-Poland","volume":"1 1","pages":""},"PeriodicalIF":0.4000,"publicationDate":"2015-06-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"10","resultStr":"{\"title\":\"Limiting spectral distributions of sums of products of non-Hermitian random matrices\",\"authors\":\"H. Kosters, A. Tikhomirov\",\"doi\":\"10.19195/0208-4147.38.2.6\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"For fixed l≥0 and m≥1, let Xn0, Xn1,..., Xnl be independent random n × n matrices with independent entries, let Fn0 := Xn0, Xn1-1,..., Xnl-1, and let Fn1,..., Fnm be independent random matrices of the same form as Fn0 . We show that as n → ∞, the matrices Fn0 and m−l+1/2Fn1 +...+ Fnm have the same limiting eigenvalue distribution. To obtain our results, we apply the general framework recently introduced in Götze, Kösters, and Tikhomirov 2015 to sums of products of independent random matrices and their inverses.We establish the universality of the limiting singular value and eigenvalue distributions, and we provide a closer description of the limiting distributions in terms of free probability theory.\",\"PeriodicalId\":48996,\"journal\":{\"name\":\"Probability and Mathematical Statistics-Poland\",\"volume\":\"1 1\",\"pages\":\"\"},\"PeriodicalIF\":0.4000,\"publicationDate\":\"2015-06-14\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"10\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Probability and Mathematical Statistics-Poland\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://doi.org/10.19195/0208-4147.38.2.6\",\"RegionNum\":4,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q4\",\"JCRName\":\"STATISTICS & PROBABILITY\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Probability and Mathematical Statistics-Poland","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.19195/0208-4147.38.2.6","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
Limiting spectral distributions of sums of products of non-Hermitian random matrices
For fixed l≥0 and m≥1, let Xn0, Xn1,..., Xnl be independent random n × n matrices with independent entries, let Fn0 := Xn0, Xn1-1,..., Xnl-1, and let Fn1,..., Fnm be independent random matrices of the same form as Fn0 . We show that as n → ∞, the matrices Fn0 and m−l+1/2Fn1 +...+ Fnm have the same limiting eigenvalue distribution. To obtain our results, we apply the general framework recently introduced in Götze, Kösters, and Tikhomirov 2015 to sums of products of independent random matrices and their inverses.We establish the universality of the limiting singular value and eigenvalue distributions, and we provide a closer description of the limiting distributions in terms of free probability theory.
期刊介绍:
PROBABILITY AND MATHEMATICAL STATISTICS is published by the Kazimierz Urbanik Center for Probability and Mathematical Statistics, and is sponsored jointly by the Faculty of Mathematics and Computer Science of University of Wrocław and the Faculty of Pure and Applied Mathematics of Wrocław University of Science and Technology. The purpose of the journal is to publish original contributions to the theory of probability and mathematical statistics.