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We consider products of independent large random rectangular matrices withindependent entries. The limit distribution of the expected empiricaldistribution of singular values of such products is computed. The distributionfunction is described by its Stieltjes transform, which satisfies somealgebraic equation. In the particular case of square matrices we get awell-known distribution which moments are Fuss-Catalan numbers.

On the asymptotic distribution of singular values of products of large rectangular random matrices