Search Results

You are looking at 1 - 3 of 3 items for :

  • All content x
Clear All

Abstract  

This note concerns the asymptotic behavior of a Markov process obtained from normalized products of independent and identically distributed random matrices. The weak convergence of this process is proved, as well as the law of large numbers and the central limit theorem.

Restricted access

Abstract  

We use the method of moments to establish the limiting spectral distribution (LSD) of appropriately scaled large dimensional random symmetric circulant, reverse circulant, Toeplitz and Hankel matrices which have suitable band structures. The input sequence used to construct these matrices is assumed to be either i.i.d. with mean zero and variance one or independent and appropriate finite fourth moment. The class of LSD includes the normal and the symmetrized square root of chi-square with two degrees of freedom. In several other cases, explicit forms of the limit do not seem to be obtainable but the limits can be shown to be symmetric and their second and the fourth moments can be calculated with some effort. Simulations suggest some further properties of the limits.

Restricted access

column temperature was 30 °C; and the detection wavelength was 205 nm. The gradient program was as follows: 0–10 min, 20–60% B; 10–15 min, 60–95% B. The condition of MS was set as follows: nitrogen was used as the desolvation gas at 850 L h −1 ; source

Open access