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
N. V. Alexeev. 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. http://geodesic.mathdoc.fr/item/ZNSL_2010_384_a1/
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     author = {N. V. Alexeev},
     title = {On almost sure convergence of spectral distribution of power of random matrices to {Fuss{\textendash}Catalan} distribution},
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     year = {2010},
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     url = {http://geodesic.mathdoc.fr/item/ZNSL_2010_384_a1/}
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Voir la notice du chapitre de livre provenant de la source Math-Net.Ru

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