Weak convergence in circulant matrices

被引:0
|
作者
Cureg, E [1 ]
Mukherjea, A [1 ]
机构
[1] Univ S Florida, Dept Math, Tampa, FL 33620 USA
关键词
circulant matrices; convergence in distribution; orthogonal matrices; products of random matrices;
D O I
10.1007/s10959-005-7542-2
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
Necessary and sufficient conditions for convergence in distribution of products of i.i.d. d x d random circulant matrices are established here. The important role played by matrices in SO(d) is pointed out, and the validity of this result is shown to also hold for a class of Toeplitz matrices.
引用
收藏
页码:983 / 1007
页数:25
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