Ten years of LIFE

被引：0
|
作者：
Girko, Vyacheslav L. [1 ]
机构：
[1] NASU, Inst Math, Tereshchenkivska Str 3, UA-01601 Kiev, Ukraine
来源：
RANDOM OPERATORS AND STOCHASTIC EQUATIONS | 2016年 / 24卷 / 03期
关键词：
Canonical equation; random matrices;
D O I：
10.1515/rose-2016-0015
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
We prove, under certain conditions, the main results of the new theory (the Law of Independence for Functions of an Ensemble (LIFE)) which is based on the unusual behavior of the normalized spectral functions of the products of independent random matrices with independent normalized elements that converge at a large scale matrices with appropriate degrees of a random matrix.
引用
收藏
页码：199 / 213
页数：15
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