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A limit theorem for the eigenvalues of product of two random matrices

✍ Scribed by Y.Q Yin; P.R Krishnaiah

Book ID
107880138
Publisher
Elsevier Science
Year
1983
Tongue
English
Weight
834 KB
Volume
13
Category
Article
ISSN
0047-259X

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πŸ“œ SIMILAR VOLUMES

A central limit theorem for normalized p
A central limit theorem for normalized products of random matrices
✍ Rolando Cavazos-Cadena; Daniel HernΓ‘ndez-HernΓ‘ndez πŸ“‚ Article πŸ“… 2008 πŸ› Springer Netherlands 🌐 English βš– 283 KB

This note concerns the asymptotic behavior of a Markov process obtained from normalized products of independent and identically distributed random matrices. The weak convergence of this process is proved, as well as the law of large numbers and the central limit theorem.