Limit theorems for products of independent random matrices with positive elements
Teoriâ veroâtnostej i ee primeneniâ, Tome 27 (1982) no. 4, pp. 777-783
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We obtain necessary and sufficient conditions for the distributions of some functionals of the product of independent random matrices to converge to the normal law. The method of proof is based on a representation of Borel functions of independent random variables as a sum of uncorrelated random variables.
@article{TVP_1982_27_4_a12,
author = {V. L. Girko},
title = {Limit theorems for products of independent random matrices with positive elements},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {777--783},
year = {1982},
volume = {27},
number = {4},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1982_27_4_a12/}
}
V. L. Girko. Limit theorems for products of independent random matrices with positive elements. Teoriâ veroâtnostej i ee primeneniâ, Tome 27 (1982) no. 4, pp. 777-783. http://geodesic.mathdoc.fr/item/TVP_1982_27_4_a12/