On the spectrum of sum and product of non-hermitian random matrices

Abstract

In this note, we revisit the work of T. Tao and V. Vu on large non-hermitian random matrices with independent and identically distributed (i.i.d.) entries with mean zero and unit variance. We prove under weaker assumptions that the limit spectral distribution of sum and product of nonhermitian random matrices is universal. As a byproduct, we show that the generalized eigenvalues distribution of two independent matrices converges almost surely to the uniform measure on the Riemann sphere. © 2011 Association for Symbolic Logic.