Operator ∞ ∞ norm of products of random matrices

Abstract

We study the ∞ ∞ operator norm of products of independent random matrices with independent and identically distributed entries. For n-by-n matrices whose entries are centered, have unit variance, and have a finite moment of order 4α for some α > 1, we find that the operator norm of the product of p matrices behaves asymptotically like n p+122/π. The case of products of possibly non-square matrices with possibly non-centered entries is also covered.

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