Limiting Properties of Large System of Random Linear Equations.

Abstract

S. Geman and Chi R. Hwang proposed a kind of algebraic systems of equations and proved the law of large numbers for its solution. In this paper, the conditions to ensure these results are significantly weakened for the law of large numbers. Also, the central limit theorem is shown. For both the law of large numbers and the limit theorem, the only needed assumption is that the random variables have finite second moment. Keywords: Multivariate analysis; Matrices(Mathematics). (Author)

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Document Details

Document Type
Technical Report
Publication Date
Oct 01, 1985
Accession Number
ADA160593

Entities

People

  • Z. D. Bai

Organizations

  • University of Pittsburgh

Tags

DTIC Thesaurus Topics

  • Abstracts
  • Equations
  • Law
  • Mathematics
  • Multivariate Analysis
  • Probability
  • Random Variables
  • Scientific Research
  • Sequences
  • Three Dimensional
  • United States
  • Universities

Fields of Study

  • Mathematics

Readers

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  • Statistical inference.