Random matrices associated to Young diagrams

We consider the singular values of certain Young diagram shaped random matrices. For block-shaped random matrices, the empirical distribution of the squares of the singular eigenvalues converges almost surely to a distribution whose moments are a generalization of the Catalan numbers. The limiting distribution is the density of a product of rescaled independent Beta random variables and its Stieltjes-Cauchy transform has a hypergeometric representation. In special cases we recover the Marchenko-Pastur and Dykema-Haagerup measures of square and triangular random matrices, respectively. We find a further factorization of the moments in terms of two complex-valued random variables that generalizes the factorization of the Marchenko-Pastur law as product of independent uniform and arcsine random variables.