The Spherical Law for products of random matrices
The Spherical Law for products of random matrices
Let and be sequences of matrices whose entries are independent complex random variables with zero mean and unit variance. Then the spectral densities of the matrices converge to the uniform density on the Riemann sphere.
The Spherical Law. The spectral densities of converge to the uniform density on the Riemann sphere as 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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