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Normal limit theorems for symmetric random matrices

✍ Scribed by Eric M. Rains

Publisher
Springer
Year
1998
Tongue
English
Weight
209 KB
Volume
112
Category
Article
ISSN
1432-2064

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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.