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Part of book or chapter of book . 2001 . Peer-reviewed

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Stochastic Canonical Equation K 45 for Normalized Spectral Functions of Random Matrices Pencil

Name: Stochastic Canonical Equation K 45 for Normalized Spectral Functions of Random Matrices Pencil
Creator: Vyacheslav L. Girko

descriptionPublicationkeyboard_double_arrow_right Part of book or chapter of book , Other literature type 01 Jan 2001 English Publisher:Springer Netherlands

Authors: Vyacheslav L. Girko;

doi: 10.1007/978-94-010-0989-8_45

Stochastic Canonical Equation K 45 for Normalized Spectral Functions of Random Matrices Pencil

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Abstract

In the same manner as in the previous chapters, we consider n.s.f. of the roots of the characteristic equation det {ΞΞ* - zHH*} = 0, where Ξ and H are some random matrices of the same dimension. Under appropriate conditions, the system of stochastic canonical equations K 45 for the limit of the n.s.f. of the matrix ΞΞ*(HH)−1 is found.

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Michigan State University
United States

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