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Topics In Products Of Random Matrices
by A. Mukherjee
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These lecture notes contain l Detailed results on convergence in distribution for products of independent and identically distributed random matrices and also for their normalised version l Conditions for the limit distribution to be absolutely continuous or continuous singular are discussed and they have also been computed for various specific examples l Infinite dimensional matrices are also considered, with reference to random motions of particles.ISBN-9788173192975
Pages : 121
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