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A limit theorem for the eigenvalues of product of two random matrices |
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| Authors: | Y. Q. Yin P. R. Krishnaiah |
| Affiliation: | Center for Multivariate Analysis, University of Pittsburgh USA |
| 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 |
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