Limiting behavior of the norm of products of random matrices and two problems of Geman-Hwang
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Publication:1071372
DOI10.1007/BF00324852zbMath0586.60021OpenAlexW2070017958MaRDI QIDQ1071372
Publication date: 1986
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf00324852
spectral radiuschaos hypothesislarge system of random linear differential equationslarge system of random linear equationsnorm of random matrices
Central limit and other weak theorems (60F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Strong limit theorems (60F15)
Related Items (26)
Fluctuations in the spectrum of non-Hermitian i.i.d. matrices ⋮ Directional extremal statistics for Ginibre eigenvalues ⋮ Convergence of the spectral radius of a random matrix through its characteristic polynomial ⋮ On the limit of the largest eigenvalue of the large dimensional sample covariance matrix ⋮ Stability of random matrix models ⋮ Circular law ⋮ On limit theorem for the eigenvalues of product of two random matrices ⋮ On the spectral radius of a random matrix: an upper bound without fourth moment ⋮ Edge universality for non-Hermitian random matrices ⋮ Erratum to: Outliers in the spectrum of iid matrices with bounded rank perturbations ⋮ Optimal lower bound on the least singular value of the shifted Ginibre ensemble ⋮ On the Condition Number of the Shifted Real Ginibre Ensemble ⋮ Outliers in spectrum of sparse Wigner matrices ⋮ Central Limit Theorem for Linear Eigenvalue Statistics of <scp>Non‐Hermitian</scp> Random Matrices ⋮ The Wasserstein distance to the circular law ⋮ Circular law theorem for random Markov matrices ⋮ On the rightmost eigenvalue of non-Hermitian random matrices ⋮ Product of exponentials and spectral radius of random \(k\)-circulants ⋮ Around the circular law ⋮ No outliers in the spectrum of the product of independent non-Hermitian random matrices with independent entries ⋮ Fluctuation around the circular law for random matrices with real entries ⋮ On the structural eigenvalues of block random matrices ⋮ Location of the spectrum of Kronecker random matrices ⋮ Density of small singular values of the shifted real Ginibre ensemble ⋮ Random matrices: universality of local spectral statistics of non-Hermitian matrices ⋮ Limiting properties of large systems of random linear equations
Cites Work
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- On the weak limit of the largest eigenvalue of a large dimensional sample covariance matrix
- Limiting properties of large systems of random linear equations
- The spectral radius of large random matrices
- On the limit of the largest eigenvalue of the large dimensional sample covariance matrix
- A limit theorem for the norm of random matrices
- A chaos hypothesis for some large systems of random equations
- Almost Sure Stable Oscillations in a Large System of Randomly Coupled Equations
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