A limit theorem for the eigenvalues of product of two random matrices

Y. Q. Yin and P. R. Krishnaiah

Journal of Multivariate Analysis, 1983, vol. 13, issue 4, 489-507

Abstract: The existence of limit spectral distribution of the product of two independent random matrices is proved when the number of variables tends to infinity. One of the above matrices is the Wishart matrix and the other is a symmetric nonnegative definite matrix.

Keywords: Limit; theorem; product; of; random; matrices; large; dimensional; random; matrices; eigenvalues; distributions (search for similar items in EconPapers)
Date: 1983
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Citations: View citations in EconPapers (9)

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