Spectral analysis of stochastic recurrence systems of growing dimension under G-condition. Canonical equation K 91 (Q3077701)
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English | Spectral analysis of stochastic recurrence systems of growing dimension under G-condition. Canonical equation K 91 |
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Spectral analysis of stochastic recurrence systems of growing dimension under G-condition. Canonical equation K 91 (English)
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22 February 2011
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Random matrix
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eigenvalues
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canonical equation
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spectral analysis
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random recurrence systems
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resolvents formulas for martingales
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