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Mixed Moments for the Product of Ginibre Matrices

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arxiv 2007.10181 v1 pith:2PIPGUK4 submitted 2020-07-20 math-ph cond-mat.stat-mechhep-thmath.MPstat.ML

classification math-phcond-mat.stat-mechhep-thmath.MPstat.ML
keywords ensemblefindgaussianmatricesmixedmomentsproductaveraged
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abstract

We study the ensemble of a product of n complex Gaussian i.i.d. matrices. We find this ensemble is Gaussian with a variance matrix which is averaged over a multi-Wishart ensemble. We compute the mixed moments and find that at large $N$, they are given by an enumeration of non-crossing pairings weighted by Fuss-Catalan numbers.

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  1. Spectral radius concentration for inhomogeneous random matrices with independent entries

    math.PR 2025-01 conditional novelty 7.0 of 10

    For inhomogeneous random matrices, the spectral radius is bounded by the variance row/column sums up to the optimal sparsity (log n)^{-1/2}.

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