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Bibliographic Details
Main Author: Mourrat, Jean-Christophe
Format: Preprint
Published: 2025
Subjects:
Online Access:https://arxiv.org/abs/2502.06711
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Table of Contents:
  • We study the $\ell^\infty \to \ell^\infty$ operator norm of products of independent random matrices with independent and identically distributed entries. For $n$-by-$n$ matrices whose entries are centered, have unit variance, and have a finite moment of order $4α$ for some $α> 1$, we find that the operator norm of the product of $p$ matrices behaves asymptotically like $n^{\frac {p+1}{2}}\sqrt{2/π}$. The case of products of possibly non-square matrices with possibly non-centered entries is also covered.