The Spherical Law for products of random matrices

Let {AN}\{A_N\} and {BN}\{B_N\} be sequences of matrices whose entries are independent complex random variables with zero mean and unit variance. Then the spectral densities of the matrices ANBN1A_NB_N^{-1} converge to the uniform density on the Riemann sphere.

The Spherical Law. The spectral densities of ANBN1A_NB_N^{-1} converge to the uniform density on the Riemann sphere as NN tends to infinity.

This is proposed as an analogue of the circular law for products involving the inverse of a random matrix. The supplied text does not establish the claim or provide evidence resolving its validity.

Sources & referencesView supporting material

Primary source

Tim Rogers, “Universal sum and product rules for random matrices”, arXiv:0912.2499 (2010).

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