Limiting spectral distribution of the product of truncated Haar unitary matrices
Abstract
Let A(i)nA(i)n, 1≤i≤k1≤i≤k, be kk probabilistically independent matrices of order ni×ni+1ni×ni+1 (with n1=nk+1n1=nk+1) which are the left-uppermost blocks of n×nn×n Haar unitary matrices. Suppose that nni→αinni→αi as n→∞n→∞, with 1<αi<∞1<αi<∞. Using free probability and Brown measure techniques, we find the limiting spectral distribution of A(1)n⋯A(k)nA(1)n⋯A(k)n.