Geodesic
A representation of random matrices in orispherical coordinates and its application to telegraph equations
Teoriâ veroâtnostej i ee primeneniâ, Tome 17 (1972) no. 2, pp. 266-280 Cet article a éte moissonné depuis la source Math-Net.Ru

Voir la notice de l'article

A central limit theorem for products $g(n)=g_1g_2\dots g_n$ of random matrices $g_1,g_2,\dots,g_n$ was considered in an earlier paper [5], a representation $$ g(n)=x(n)d(n)u(n) $$ with orthogonal (unitary) matrices $x(n)$ and $u(n)$ and diagonal $d(n)$ being investigated. Products of random matrices, as far as we know, arise in the theory of telegraph equations [9], [10], where the matrices $g_1,\dots,g_n$ are symplectic, but unitary matrices have no immediate physical interpretation in the frame of this theory. From the viewpoint of possible applications a more physical form of central limit theorem is highly desirable. Such forms are given in the present paper. 
@article{TVP_1972_17_2_a4,
     author = {V. N. Tutubalin},
     title = {A~representation of random matrices in orispherical coordinates and its application to telegraph equations},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {266--280},
     year = {1972},
     volume = {17},
     number = {2},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1972_17_2_a4/}
}
TY  - JOUR
AU  - V. N. Tutubalin
TI  - A representation of random matrices in orispherical coordinates and its application to telegraph equations
JO  - Teoriâ veroâtnostej i ee primeneniâ
PY  - 1972
SP  - 266
EP  - 280
VL  - 17
IS  - 2
UR  - http://geodesic.mathdoc.fr/item/TVP_1972_17_2_a4/
LA  - ru
ID  - TVP_1972_17_2_a4
ER  - 
%0 Journal Article
%A V. N. Tutubalin
%T A representation of random matrices in orispherical coordinates and its application to telegraph equations
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1972
%P 266-280
%V 17
%N 2
%U http://geodesic.mathdoc.fr/item/TVP_1972_17_2_a4/
%G ru
%F TVP_1972_17_2_a4
V. N. Tutubalin. A representation of random matrices in orispherical coordinates and its application to telegraph equations. Teoriâ veroâtnostej i ee primeneniâ, Tome 17 (1972) no. 2, pp. 266-280. http://geodesic.mathdoc.fr/item/TVP_1972_17_2_a4/