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Outliers in the spectrum of iid matrices with bounded rank perturbations
Outliers spectrum of iid matrices bounded rank perturbations
2011/2/24
It is known that if one perturbs a large iid random matrix by a bounded rank error, then the
majority of the eigenvalues will remain distributed according to the circular law. However, the bounded ra...
On the Asymptotic Spectrum of Products of Independent Random Matrices
Asymptotic Spectrum of Products Independent Random Matrices
2011/1/21
We consider products of independent random matrices with independent entries.The limit distribution of the expected empirical distribution of eigenvalues of such products is computed. Let X()jk , 1 ≤...