Asymptotic Products of Independent Gaussian Random Matrices with Correlated Entries
Asymptotic Products of Independent Gaussian Random Matrices with Correlated Entries
In this work we address the problem of determining the asymptotic spectral measure of the product of independent, Gaussian random matrices with correlated entries, as the dimension and the number of multiplicative terms goes to infinity. More specifically, let $\{X_p(N)\}_{p=1}^\infty$ be a sequence of $N\times N$ independent random matrices with …