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arXiv:1601.06353 [math.PR]AbstractReferencesReviewsResources

Product of Non-Hermitian Random Matrices

Mohamed Bouali

Published 2016-01-24Version 1

We investigate the product of $n$ complex non-Hermitian, independent random matrices, each of size $N\times N$ in the class of elliptic matrices, with independent identically distributed entries. The joint probability distribution of the complex eigenvalues of the product matrix is found to be given by a determinantal point process.

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