Asymptotic products of independent Gaussian random matrices with correlated entries

DOI10.1214/ECP.v16-1635zbMath1225.15037OpenAlexW2050354995MaRDI QIDQ638280

Gabriel H. Tucci

Publication date: 9 September 2011

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: http://www.emis.de/journals/EJP-ECP/_ejpecp/ECP/viewarticle9959.html

zbMATH Keywords

Hermitian matricesLyapunov exponentscovariance matrixGaussian random matricesasymptotic spectral measurelimit measure

Mathematics Subject Classification ID

Probability measures on topological spaces (60B05) Random matrices (probabilistic aspects) (60B20) Random matrices (algebraic aspects) (15B52)

Related Items (2)

Lyapunov exponents for products of complex Gaussian random matrices ⋮ Products of many large random matrices and gradients in deep neural networks

This page was built for publication: Asymptotic products of independent Gaussian random matrices with correlated entries