Abstract
Thus, we have seen that we can find a canonical equation for many classes of random matrices. Nevertheless, there exist some classes of random matrices for which it is very difficult to apply our methods. In this chapter, we meet the first example of random matrices, namely, the product of two independent random matrices with independent entries. This class of random matrices is rather difficult for our analysis, but, due to the developed theory of random matrices, we show how one can overcome these difficulties.
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