Teoriâ veroâtnostej i ee primeneniâ, Tome 27 (1982) no. 4, pp. 777-783
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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/
@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/}
}
TY - JOUR
AU - V. L. Girko
TI - Limit theorems for products of independent random matrices with positive elements
JO - Teoriâ veroâtnostej i ee primeneniâ
PY - 1982
SP - 777
EP - 783
VL - 27
IS - 4
UR - http://geodesic.mathdoc.fr/item/TVP_1982_27_4_a12/
LA - ru
ID - TVP_1982_27_4_a12
ER -
%0 Journal Article
%A V. L. Girko
%T Limit theorems for products of independent random matrices with positive elements
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1982
%P 777-783
%V 27
%N 4
%U http://geodesic.mathdoc.fr/item/TVP_1982_27_4_a12/
%G ru
%F TVP_1982_27_4_a12
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.
