Limit Theorems for Products of Independent Random Matrices with Positive Elements

DOI10.1137/1127092MaRDI QIDQ3321174zbMATH OpenOpenAlexFDO

Authors Vyacheslav Girko

Publication date 1982

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/1127092

zbMATH Keywords

random matricesinfinitely divisible distribution

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Infinitely divisible distributions; stable distributions (60E07) Functional limit theorems; invariance principles (60F17)

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Cited in

(10)

• Conditional limit theorem for products of random matrices
• Central limit theorem for the entries of products of random matrices without the positivity condition
• A Limit Theorem for (min, +) Matrix Multiplication
• Limit laws for random matrix products
• Asymptotics of products of nonnegative random matrices
• Theorems of law of large numbers type for functionals of products of independent random matrices
• Spectral analysis of stochastic recurrence systems of growing dimension under \(G\)-condition. Canonical equation \(K_{91}\)
• Dérivabilité du plus grand exposant caractéristique des produits de matrices aléatoires indépendantes à coefficients positifs. (Derivability of the greatest characteristic exponent of products of independent random matrices with positive coefficients)
• On limit theorem for the eigenvalues of product of two random matrices
• scientific article; zbMATH DE number 3980114 (Why is no real title available?)

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