On the number of real eigenvalues of a product of truncated orthogonal random matrices
On the number of real eigenvalues of a product of truncated orthogonal random matrices
Let O be chosen uniformly at random from the group of (N+L)×(N+L) orthogonal matrices. Denote by O˜ the upper-left N×N corner of O, which we refer to as a truncation of O. In this paper we prove two conjectures of Forrester, Ipsen and Kumar (2020) on the number of real …