Spectral analysis of stochastic recurrence systems of growing dimension under G-condition. Canonical equation K 91
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Publication:3077701
DOI10.1515/ROSE.2009.017zbMath1224.15071MaRDI QIDQ3077701
Vyacheslav L. Girko, A. I. Vladimirova
Publication date: 22 February 2011
Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)
eigenvaluesspectral analysiscanonical equationRandom matrixrandom recurrence systemsresolvents formulas for martingales
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