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Teoriya Veroyatnostei i ee Primeneniya, 1982, Volume 27, Issue 4, Pages 777–783
(Mi tvp2433)
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This article is cited in 3 scientific papers (total in 3 papers)
Short Communications
Limit theorems for products of independent random matrices with positive elements
V. L. Girko Kiev
Abstract:
We obtain necessary and sufficient conditions for the distributions of some functionals of the product of independent random matrices to converge to the normal law. The method of proof is based on a representation of Borel functions of independent random variables as a sum of uncorrelated random variables.
Received: 14.03.1979 Revised: 28.05.1981
Citation:
V. L. Girko, “Limit theorems for products of independent random matrices with positive elements”, Teor. Veroyatnost. i Primenen., 27:4 (1982), 777–783; Theory Probab. Appl., 27:4 (1983), 837–844
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Abstract page: | 199 | Full-text PDF : | 119 |
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