On almost sure convergence of spectral distribution of power of random matrices to Fuss–Catalan distribution
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 16, Tome 384 (2010), pp. 21-28
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In the paper we considered a power of a non-Hermitian random matrix and proved that the empirical distribution of its singular values converges to Fuss–Catalan distribution almost surely. Bibl. 3 titles.
[1] N. Alexeev, F. Götze, A. Tikhomirov, “Asymptotic distribution of singular values of powers of random matrices”, Lithuan. Math. J., 50:2 (2010), 121–132 | DOI | MR | Zbl
[2] A. A. Borovkov, Teoriya veroyatnostei, Nauka, 1986 | MR | Zbl
[3] Ya. G. Sinai, A. B. Soshnikov, “Central limit theorem for traces of large random symmetric matrices with independent matrix elements”, Boletim. Soc. Brasil. Mat. (N.S.), 29:1 (1998), 1–24 | DOI | MR | Zbl