A limit theorem for the eigenvalues of product of two random matrices

DOI10.1016/0047-259X(83)90035-0zbMath0553.62018OpenAlexW3143198474MaRDI QIDQ802234

P. R. Krishnaiah, Y. Q. Yin

Publication date: 1983

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0047-259x(83)90035-0

zbMATH Keywords

Wishart matrixspectral distribution functionreal eigenvaluesproduct of two random matricessymmetric matrix of random variables

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20)

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Cites Work

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• On the distribution of the roots of certain symmetric matrices
• Some limit theorems for the eigenvalues of a sample covariance matrix
• The strong limits of random matrix spectra for sample matrices of independent elements
• Spectral Analysis of Networks with Random Topologies

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