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Teoriya Veroyatnostei i ee Primeneniya, 1972, Volume 17, Issue 2, Pages 266–280 (Mi tvp2527)  

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
Full-text PDF (898 kB) Citations (6)
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
English version:
Theory of Probability and its Applications, 1973, Volume 17, Issue 2, Pages 255–268
DOI: https://doi.org/10.1137/1117030
Bibliographic databases:
Language: Russian
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
Citation in format AMSBIB
\Bibitem{Tut72}
\by V.~N.~Tutubalin
\paper A~representation of random matrices in orispherical coordinates and its application to telegraph equations
\jour Teor. Veroyatnost. i Primenen.
\yr 1972
\vol 17
\issue 2
\pages 266--280
\mathnet{http://mi.mathnet.ru/tvp2527}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=307305}
\zmath{https://zbmath.org/?q=an:0267.60028}
\transl
\jour Theory Probab. Appl.
\yr 1973
\vol 17
\issue 2
\pages 255--268
\crossref{https://doi.org/10.1137/1117030}
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  • This publication is cited in the following 6 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Теория вероятностей и ее применения Theory of Probability and its Applications
     
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