On the asymptotic distribution of singular values of products of large rectangular random matrices
Alexeev, Nikita ; Götze, Friedrich ; Tikhomirov, Alexander
arXiv, 1012.2586 / Harvested from arXiv
Text on arXiv
We consider products of independent large random rectangular matrices with independent entries. The limit distribution of the expected empirical distribution of singular values of such products is computed. The distribution function is described by its Stieltjes transform, which satisfies some algebraic equation. In the particular case of square matrices we get a well-known distribution which moments are Fuss-Catalan numbers.
Publié le : 2010-12-12
Classification:  Mathematics - Probability,  60F05, 15B52 
@article{1012.2586,
     author = {Alexeev, Nikita and G\"otze, Friedrich and Tikhomirov, Alexander},
     title = {On the asymptotic distribution of singular values of products of large
  rectangular random matrices},
     journal = {arXiv},
     volume = {2010},
     number = {0},
     year = {2010},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1012.2586}
}

Alexeev, Nikita; Götze, Friedrich; Tikhomirov, Alexander. On the asymptotic distribution of singular values of products of large
  rectangular random matrices. arXiv, Tome 2010 (2010) no. 0, . http://gdmltest.u-ga.fr/item/1012.2586/