Starts 8 May 2012 12:30
Ends 8 May 2012 20:00
Central European Time
ICTP
Leonardo da Vinci Building Luigi Stasi Seminar Room
Strada Costiera, 11 I - 34151 Trieste (Italy)
We show that the eigenvalue density of the product of n identically distributed R-diagonal random matrices from a given matrix ensemble is equal to the eigenvalue density of n-th power of a single matrix from this ensemble in the limit of infinite matrix size. Using this observation one can derive the limiting eigenvalue density of the product of n independent identically distributed matrices for non-Hermitian matrix ensembles with invariant measures. We discuss two examples: the product of n Girko-Ginibre matrices and the product of n truncated unitary matrices.
  • M. Poropat