Mathematics – Probability
Scientific paper
2010-12-13
Mathematics
Probability
Scientific paper
We study the eigenvalues of non-normal square matrices of the form
A_n=U_nT_nV_n with U_n,V_n independent Haar distributed on the unitary group
and T_n real diagonal. We show that when the empirical measure of the
eigenvalues of T_n converges, and T_n satisfies some technical conditions, all
these eigenvalues lie in a single ring.
Guionnet Alice
Zeitouni Ofer
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