Skip to main content

All Questions

Filter by
Sorted by
Tagged with
20 votes
0 answers
3k views
+200

What does a product of many Gaussian matrices converge to?

Let $A$ be a product of $n$ $d\times d$ matrices with IID standard Gaussian entries and consider the value of $g(x)=x f(x)$ where $f(x)$ is the density of squared singular values of $A/\|A\|$. Is ...
Yaroslav Bulatov's user avatar