Simple Search

Query:

Enter a query and click »Search«...

Format:

Display: entries per page entries

Zbl 0919.15007
Rains, Eric M.
Normal limit theorems for symmetric random matrices. (English)
[J] Probab. Theory Relat. Fields 112, No.3, 411-423 (1998). ISSN 0178-8051; ISSN 1432-2064/e

The author studies the limiting behavior of $N$-dimensional symmetric random matrices $A_N$ whose probability distribution is invariant under the orthogonal transformations. \par 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 $N\to\infty$.
[Alexei Khorunzhy (Khar'kov)]

MSC 2000:: *15A52 Random matrices
60F05 Weak limit theorems

Keywords: normal limit theorems; symmetric random matrices; convergence; Brownian motion

Comment on this Item PDF MathML XML ASCII DVI PS BibTeX Online Ordering Article Journal

	Scientific prize winners of the ICM 2010
	Overhang
	Lie groups, physics and geometry. An introduction for physicists, engineers and chemists.

Simple Search

Zentralblatt MATH Berlin [Germany]