Limiting properties of large systems of random linear equations (Q1071371)
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English | Limiting properties of large systems of random linear equations |
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Limiting properties of large systems of random linear equations (English)
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1986
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\textit{S. Geman} and \textit{C.-R. Hwang} [Z. Wahrscheinlichkeitstheor. Verw. Geb. 60, 291-314 (1982; Zbl 0468.60061)] proposed a kind of algebraic system 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 central limit theorem, the only required assumption is that the random variables have finite second moments.
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central limit theorems
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chaos hypothesis
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large dimensional random matrix
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random linear equations
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strong convergence
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