Lakshminarayan's real-eigenvalue conjecture for products of random matrices
Lakshminarayan's real-eigenvalue conjecture for products of random matrices
Let be i.i.d. matrices of size , whose entries are i.i.d. real random variables distributed according to a probability measure , and let
Lakshminarayan's conjecture. The probability that has all real eigenvalues tends to :
For i.i.d. real Gaussian entries, this conjecture was proved by Forrester and independently by Nanda, with exponential convergence to . The stated version asks for the same phenomenon for arbitrary entry distributions ; the paper proves it when has an atom.
Sources & referencesView supporting material
Primary source
Tulasi Ram Reddy, “Probability that product of real random matrices have all eigenvalues real tend to 1”, arXiv:1606.07581 (2016).
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