On the universality of the probability distribution of the productB 1Xof random matrices

DOI10.1088/0305-4470/37/26/015zbMath1064.15026arXivmath/0204312OpenAlexW2078899388MaRDI QIDQ3157421

Joshua Feinberg

Publication date: 19 January 2005

Published in: Journal of Physics A: Mathematical and General (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0204312

zbMATH Keywords

probability density functionrandom coefficientsrandom matrixsystems of linear equationssystem of linear equationsCauchy distributionproduct of random matricesmatrix variate \(t\)-distributions

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Random matrices (algebraic aspects) (15B52) Linear equations (linear algebraic aspects) (15A06)

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