قضیه حد مرکزی برای محصولات عادی ماتریس های تصادفی A central limit theorem for normalized products of random matrices
- نوع فایل : کتاب
- زبان : انگلیسی
- نویسنده : Cavazos-Cadena R. ,Hernandez-Hernandez D.
- چاپ و سال / کشور: 2007
Description
This note concerns the asymptotic behavior of a Markov process obtained from normalized products of independent and identically distributed random matrices. The weak convergence of this process is proved, as well as the law of large numbers and the central limit theorem.
