The limit \(G\)-law for the solutions of systems of linear algebraic equations with independent random coefficients under the \(G\)-Lindeberg condition

DOI10.1515/rose-2019-2006zbMath1423.15003MaRDI QIDQ2415415

Vyacheslav L. Girko

Publication date: 21 May 2019

Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/rose-2019-2006

zbMATH Keywords

eigenvalues; random matrix; Lindeberg condition; random quadratic forms; inverse tangent law

Mathematics Subject Classification ID

60F05: Central limit and other weak theorems

60B20: Random matrices (probabilistic aspects)

60H25: Random operators and equations (aspects of stochastic analysis)

47B80: Random linear operators

15A06: Linear equations (linear algebraic aspects)