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Limit Theorems for Normalized Spectral Functions of Non-Selfadjoint Random Jacobi Matrices

✍ Scribed by Girko, V. L.; Vasil’yev, V. V.

Book ID
118221475
Publisher
Society for Industrial and Applied Mathematics
Year
1986
Tongue
English
Weight
495 KB
Volume
30
Category
Article
ISSN
0040-585X

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✍ Rolando Cavazos-Cadena; Daniel Hernández-Hernández 📂 Article 📅 2008 🏛 Springer Netherlands 🌐 English ⚖ 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.