{ "id": "1512.08179", "version": "v1", "published": "2015-12-27T07:18:23.000Z", "updated": "2015-12-27T07:18:23.000Z", "title": "Product of Independent Cauchy-Lorentz Random Matrices", "authors": [ "Mohamed Bouali" ], "comment": "arXiv admin note: text overlap with arXiv:1208.0187 by other authors", "categories": [ "math.PR" ], "abstract": "We investigate the product of $n$ complex non-Hermitian, independent random matrices, each of size $N_i\\times N_{i+1}$ $(i=1,...,n)$, with independent identically distributed Cauchy entries (Cauchy-Lorentz matrices). The joint probability distribution of the complex eigenvalues of the product matrix is found to be given by a determinantal point process as in the case of a single Cauchy-Lorentz matrix, but with weight given by a Meijer G-function depending on $n$ and $N_i$.", "revisions": [ { "version": "v1", "updated": "2015-12-27T07:18:23.000Z" } ], "analyses": { "keywords": [ "independent cauchy-lorentz random matrices", "joint probability distribution", "independent random matrices", "independent identically distributed cauchy entries", "determinantal point process" ], "note": { "typesetting": "TeX", "pages": 0, "language": "en", "license": "arXiv", "status": "editable", "adsabs": "2015arXiv151208179B" } } }