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Teoriya Veroyatnostei i ee Primeneniya, 1972, Volume 17, Issue 2, Pages 266–280
(Mi tvp2527)
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This article is cited in 6 scientific papers (total in 6 papers)
A representation of random matrices in orispherical coordinates and its application to telegraph equations
V. N. Tutubalin Moscow
Abstract:
A central limit theorem for products $g(n)=g_1g_2\dots g_n$ of random matrices $g_1,g_2,\dots,g_n$ was considered in an earlier paper [5], a representation
$$
g(n)=x(n)d(n)u(n)
$$
with orthogonal (unitary) matrices $x(n)$ and $u(n)$ and diagonal $d(n)$ being investigated. Products of random matrices, as far as we know, arise in the theory of telegraph equations [9], [10], where the matrices $g_1,\dots,g_n$ are symplectic, but unitary matrices have no immediate physical interpretation in the frame of this theory. From the viewpoint of possible applications a more physical form of central limit theorem is highly desirable. Such forms are given in the present paper.
Received: 01.12.1970
Citation:
V. N. Tutubalin, “A representation of random matrices in orispherical coordinates and its application to telegraph equations”, Teor. Veroyatnost. i Primenen., 17:2 (1972), 266–280; Theory Probab. Appl., 17:2 (1973), 255–268
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