Precise convergence rate of spectral radius of product of complex Ginibre
Abstract
Let Z1, ·s, Zn denote the eigenvalues of the product Πj=1kn Aj, where \Aj\1 j kn are independent n× n complex Ginibre matrices. Define α = n ∞ nkn. We prove that Xn, a suitably rescaled version of 1 j n |Zj|2, converges weakly as follows: to a non-trivial distribution α for α ∈ (0, +∞), to the Gumbel distribution when α = +∞, and to the standard normal distribution when α = 0. This result reveals a phase transition at the boundaries of α. Furthermore, we establish the exact rates of convergence in each regime.
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