The Law of Multiplication of Large Random Matrices Revisited
The paper deals with the eigenvalue distribution of the product of two n × n positive definite matrices $B_\tau, \ \tau=\pm 1$, rotated with respect to each other by the random orthogonal and Haar distributed matrix. The problem has been considered in several works by using various techniques. We pr...
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| Date: | 2023 |
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| Main Author: | |
| Format: | Article |
| Language: | English |
| Published: |
Фізико-технічний інститут низьких температур ім. Б.І. Вєркіна Національної академії наук України
2023
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| Subjects: | |
| Online Access: | https://jmag.ilt.kharkiv.ua/index.php/jmag/article/view/1003 |
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| Journal Title: | Journal of Mathematical Physics, Analysis, Geometry |