Burda Z, Nowak M A, Swiech A
Marian Smoluchowski Institute of Physics, Jagiellonian University, Reymonta 4, 30-059 Kraków, Poland.
Phys Rev E Stat Nonlin Soft Matter Phys. 2012 Dec;86(6 Pt 1):061137. doi: 10.1103/PhysRevE.86.061137. Epub 2012 Dec 27.
We show that the limiting eigenvalue density of the product of n identically distributed random matrices from an isotropic unitary ensemble is equal to the eigenvalue density of nth power of a single matrix from this ensemble, in the limit when the size of the matrix tends to infinity. Using this observation, one can derive the limiting density of the product of n independent identically distributed non-Hermitian matrices with unitary invariant measures. In this paper we discuss two examples: the product of n Girko-Ginibre matrices and the product of n truncated unitary matrices. We also provide evidence that the result holds also for isotropic orthogonal ensembles.
我们证明,在矩阵规模趋于无穷大的极限情况下,来自各向同性酉系综的(n)个同分布随机矩阵乘积的极限特征值密度等于来自该系综的单个矩阵(n)次幂的特征值密度。利用这一观察结果,可以推导出具有酉不变测度的(n)个独立同分布非厄米矩阵乘积的极限密度。在本文中,我们讨论两个例子:(n)个吉尔科 - 吉尼贝尔矩阵的乘积和(n)个截断酉矩阵的乘积。我们还提供了证据表明该结果对于各向同性正交系综也成立。