
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