Limiting behavior of the norm of products of random matrices and two problems of Geman-Hwang

Author:

Bai Z. D.,Yin Y. Q.

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Statistics and Probability,Analysis

Reference10 articles.

1. Geman, S.: A limit theorem for the norm of random matrices. Ann. Probab. 8, 252–261 (1980)

2. Geman, S., Hwang, C.R.: A chaos hypothesis for some large systems of random equations. Z. Wahrscheinlichkeitstheor. Verw. Geb. 60, 291–314 (1982)

3. Geman, S.: Almost sure stable oscillations in a large system of randomly coupled equations. SIAM J. Appl. Math. 42, 695–703 (1982)

4. Geman, S.: The spectral radius of large random matrices. To appear in Ann. Probab.

5. Billingsley, P.: Convergence of probability measures. New York: Wiley 1968

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