Limit Theorems for the Eigenvalues of a Product of Large Dimensional Random Matrices When the Underlying Distribution is Isotropic

DOI10.1137/1131044zbMath0658.62026OpenAlexW2000111649MaRDI QIDQ3806560

P. R. Krishndiah, Y. Q. Yin

Publication date: 1987

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1131044

zbMATH Keywords

spectral distributionmultigraphsmethod of momentsmoment conditionsisotropic distribution

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Random matrices (algebraic aspects) (15B52)

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