A limit theorem for the eigenvalues of product of two random matrices
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Publication:802234
DOI10.1016/0047-259X(83)90035-0zbMath0553.62018OpenAlexW3143198474MaRDI QIDQ802234
Publication date: 1983
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0047-259x(83)90035-0
Wishart matrixspectral distribution functionreal eigenvaluesproduct of two random matricessymmetric matrix of random variables
Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20)
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