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Empirical Distribution of Scaled Eigenvalues for Product of Matrices from the Spherical Ensemble

Abstract

Consider the product of mm independent n×nn\times n random matrices from the spherical ensemble for m1m\ge 1. The empirical distribution based on the nn eigenvalues of the product is called the empirical spectral distribution. Two recent papers by G\"otze, K\"osters and Tikhomirov (2015) and Zeng (2016) obtain the limit of the empirical spectral distribution for the product when mm is a fixed integer. In this paper, we investigate the limiting empirical distribution of scaled eigenvalues for the product of mm independent matrices from the spherical ensemble in the case when mm changes with nn, that is, m=mnm=m_n is an arbitrary sequence of positive integers.

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