Real eigenvalues of non-Gaussian random matrices and their products

DOI10.1088/1751-8113/48/38/385204zbMath1326.15059arXiv1504.06256OpenAlexW1596739703MaRDI QIDQ3448663

Kavita Jain, Sajna Hameed, Arul Lakshminarayan

Publication date: 26 October 2015

Published in: Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1504.06256

zbMATH Keywords

eigenvaluematrix productHadamard productGaussian distributionrandom matrixSchur productCauchy distribution

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52)

Related Items (7)

The product of \(m\) real \(N \times N\) Ginibre matrices: real eigenvalues in the critical regime \(m = O(N)\) ⋮ Complex random matrices have no real eigenvalues ⋮ Time-inhomogeneous random Markov chains ⋮ Real eigenvalue statistics for products of asymmetric real Gaussian matrices ⋮ Probability that product of real random matrices have all eigenvalues real tend to 1 ⋮ On the number of real eigenvalues of a product of truncated orthogonal random matrices ⋮ How Many Eigenvalues of a Product of Truncated Orthogonal Matrices are Real?

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