Abstract

We consider products of independent square non-Hermitian random matrices. More precisely, let $X_1,\ldots ,X_n$ be independent $N\times N$ random matrices with independent entries (real or complex with independent real and imaginary parts) with zero mean and variance $\frac{1} {N}$. Soshnikov-O’Rourke [19] and Götze-Tikhomirov [15] showed that the empirical spectral distribution of the product of $n$ random matrices with iid entries converges to \[ \frac{1} {n\pi }1_{|z|\leq 1}|z|^{\frac{2} {n}-2}dz d\overline{z} .\tag{0.1} \] We prove that if the entries of the matrices $X_1,\ldots ,X_n$ are independent (but not necessarily identically distributed) and satisfy uniform subexponential decay condition, then in the bulk the convergence of the ESD of $X_1\cdots X_n$ to (0.1) holds up to the scale $N^{-1/2+\varepsilon }$.

Highlights

  • In this paper we study the spectrum of the product of non-Hermitian random matrices with independent entries

  • One crucial property of random matrices with Gaussian entries is the determinantal structure, using which exact formulas for many important parameters that characterise the distribution of the eigenvalues can be obtained

  • We show that local law for the product is equivalent to the local circular law for the linerization matrix X

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Summary

Introduction

In this paper we study the spectrum of the product of non-Hermitian random matrices with independent entries. The above model looks very similar to the so-called generalized Wigner matrices or Wigner-type matrices, that were studied by Erdos, Knowles, Yau and Yin in [12] and by Ajanki, Erdos and Krüger in [1, 2] In these works the authors show that the diagonal entries of the resolvent of a Hermitian random matrix with independent entries satisfy approximately a system of self-consistent equations ( known in the literature as Dyson equations, stochastic canonical equations or quadratic vector equation) of the form. If the off-diagonal expectations of Hz vanish, i.e., if z = 0, the system (1.5) is reduced to (1.4) In this case the particular structure of S = (sij ) for the product of independent non-Herminial matrices does not allow applying directly the results obtained in [12] and [1, 2] to the matrix Hz. Remark 1.6. It would be interesting to know how the method of Alt, Erdos and Krüger can be adjusted in order to obtain the local law for the model considered in the this article

Reduction to the Stieltjes transform concentration
Notations and definitions
Tools and methods
Linear algebra
Properties of mc
McDiarmid’s concentration inequality
Abstract decoupling lemma
System of “self-consistent equations”
Weak concentration
Strong concentration
Full Text
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