Abstract
We consider m independent random rectangular matrices whose entries are independent and identically distributed standard complex Gaussian random variables. Assume the product of the m rectangular matrices is an n-by-n square matrix. The maximum absolute value of the n eigenvalues of the product matrix is called spectral radius. In this paper, we study the limiting spectral radii of the product when m changes with n and can even diverge. We give a complete description for the limiting distribution of the spectral radius. Our results reduce to those in Jiang and Qi (J Theor Probab 30(1):326–364, 2017) when the rectangular matrices are square.
Original language | English (US) |
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Pages (from-to) | 2185-2212 |
Number of pages | 28 |
Journal | Journal of Theoretical Probability |
Volume | 33 |
Issue number | 4 |
DOIs | |
State | Published - Dec 1 2020 |
Bibliographical note
Publisher Copyright:© 2019, Springer Science+Business Media, LLC, part of Springer Nature.
Keywords
- Eigenvalue
- Non-Hermitian random matrix
- Random rectangular matrix
- Spectral radius