  In the first part we study critical points of random polynomials. We choose
two deterministic sequences of complex numbers,whose empirical measures
converge to the same probability measure in complex plane. We make a sequence
of polynomials whose zeros are chosen from either of sequences at random. We
show that the limiting empirical measure of zeros and critical points agree for
these polynomials. As a consequence we show that when we randomly perturb the
zeros of a deterministic sequence of polynomials, the limiting empirical
measures of zeros and critical points agree. This result can be interpreted as
an extension of earlier results where randomness is reduced. Pemantle and Rivin
initiated the study of critical points of random polynomials. Kabluchko proved
the result considering the zeros to be i.i.d. random variables.
  In the second part we deal with the spectrum of products of Ginibre matrices.
Exact eigenvalue density is known for a very few matrix ensembles. For the
known ones they often lead to determinantal point process. Let
$X_1,X_2,...,X_k$ be i.i.d matrices of size $n \times n$ whose entries are
independent complex Gaussian random variables. We derive the eigenvalue density
for matrices of the form $Y_1.Y_2....Y_n$, where each $Y_i = X_i$ or
$X_i^{-1}$. We show that the eigenvalues form a determinantal point process.
The case where $k=2$, $Y_1=X_1,Y_2=X_2^{-1}$ was derived earlier by Krishnapur.
The case where $Y_i =X_i$ for all $i=1,2,...,n$, was derived by Akemann and
Burda. These two known cases can be obtained as special cases of our result.
