Normal limit theorems for symmetric random matrices
type: Item
instance of: scholarly article
title: Normal limit theorems for symmetric random matrices
zbMATH Open document ID: 0919.15007
author: Eric Rains
publication date: 1999-08-19T00:00:00Z
review text: The author studies the limiting behavior of \(N\)-dimensional symmetric random matrices \(A_N\) whose probability distribution is invariant under the orthogonal transformations. The results include limiting theorems for \(k\times k\) submatrices of \(A_N\) and proofs of the convergence of partial sums of diagonal elements of \(A_N\) to the Brownian motion, in the limit \(N\to\infty\).
Mathematics Subject Classification ID: 15B52
Mathematics Subject Classification ID: 60F05
zbMATH DE Number: 1233916
zbMATH Keywords: normal limit theorems
zbMATH Keywords: symmetric random matrices
zbMATH Keywords: convergence
zbMATH Keywords: Brownian motion
reviewed by: A. Khorunzhy
MaRDI profile type: Publication
full work available at URL: s004400050195
OpenAlex ID: W1967470222
DOI: 10.1007/S004400050195
published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
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description: scientific article; zbMATH DE number 1233916