Accession Number : ADA131682

Title :   Limit Theorems for the Eigenvalues of Product of Two Random Matrices.

Descriptive Note : Technical rept.,

Corporate Author : PITTSBURGH UNIV PA CENTER FOR MULTIVARIATE ANALYSIS

Personal Author(s) : Yin,Y Q ; Krishnaiah,P R

PDF Url : ADA131682

Report Date : Dec 1982

Pagination or Media Count : 29

Abstract : In this paper, the authors showed that the spectral distributions of a sequence of the products of random matrices will tend to a distribution function in the limit as the number of variables tend to infinity.

Descriptors :   *Eigenvalues, *Distribution functions, *Matrices(Mathematics), Random variables, Theorems, Graphs, Infinite series, Wishart matrices

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE