Limit Theorems for the Eigenvalues of Product of Two Random Matrices.

Abstract

In this paper, the authors showed that the spectral distributions of a sequence of the products of random matrices will tend to a distribution function in the limit as the number of variables tend to infinity.

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Document Details

Document Type
Technical Report
Publication Date
Dec 01, 1982
Accession Number
ADA131682

Entities

People

  • Paruchuri R. Krishnaiah
  • Y. Q. Yin

Organizations

  • University of Pittsburgh

Tags

Communities of Interest

  • C4I
  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Air Force
  • Classification
  • Data Science
  • Distribution Functions
  • Eigenvalues
  • Exclusion Principle
  • Graph Theory
  • Identification
  • Multivariate Analysis
  • Nuclear Physics
  • Probability
  • Random Variables
  • Scientific Research
  • Security
  • Sequences
  • Theorems
  • Wishart Matrices

Fields of Study

  • Mathematics

Readers

  • Linear Algebra
  • Regression Analysis.