Products of rectangular random matrices: Singular values and progressive scattering
نویسندگان
چکیده
منابع مشابه
On the asymptotic distribution of singular values of products of large rectangular random matrices
We consider products of independent large random rectangular matrices with independent entries. The limit distribution of the expected empirical distribution of singular values of such products is computed. The distribution function is described by its Stieltjes transform, which satisfies some algebraic equation. In the particular case of square matrices we get a well-known distribution which m...
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ژورنال
عنوان ژورنال: Physical Review E
سال: 2013
ISSN: 1539-3755,1550-2376
DOI: 10.1103/physreve.88.052118