Products of independent elliptic random matrices

Abstract

For fixed $m > 1$, we study the product of $m$ independent $N \times N$ elliptic random matrices as $N$ tends to infinity. Our main result shows that the empirical spectral distribution of the product converges, with probability $1$, to the $m$-th power of the circular law, regardless of the joint distribution of the mirror entries in each matrix. This leads to a new kind of universality phenomenon: the limit law for the product of independent random matrices is independent of the limit laws for the individual matrices themselves. Our result also generalizes earlier results of Götze-Tikhomirov and O'Rourke-Soshnikov concerning the product of independent iid random matrices.

31 pages, 2 figures; minor corrections, added a reference