Normal limit theorems for symmetric random matrices (Q1272367): Difference between revisions
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Latest revision as of 22:54, 19 March 2024
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English | Normal limit theorems for symmetric random matrices |
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Normal limit theorems for symmetric random matrices (English)
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19 August 1999
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The author studies the limiting behavior of \(N\)-dimensional symmetric random matrices \(A_N\) whose probability distribution is invariant under the orthogonal transformations. The results include limiting theorems for \(k\times k\) submatrices of \(A_N\) and proofs of the convergence of partial sums of diagonal elements of \(A_N\) to the Brownian motion, in the limit \(N\to\infty\).
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normal limit theorems
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symmetric random matrices
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convergence
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Brownian motion
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