Lakshminarayan's real-eigenvalue conjecture for products of random matrices

Let X1,X2,,XnX_1,X_2,\dots,X_n be i.i.d. matrices of size k×kk\times k, whose entries are i.i.d. real random variables distributed according to a probability measure μ\mu, and let

An=X1X2Xn.A_n=X_1X_2\dots X_n.

Lakshminarayan's conjecture. The probability that AnA_n has all real eigenvalues tends to 11:

limnP(An has all real eigenvalues)=1.\lim\limits_{n\rightarrow\infty}\mathbb{P}(A_n\text{ has all real eigenvalues})=1.

For i.i.d. real Gaussian entries, this conjecture was proved by Forrester and independently by Nanda, with exponential convergence to 11. The stated version asks for the same phenomenon for arbitrary entry distributions μ\mu; the paper proves it when μ\mu 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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