Article PDF
Avoid common mistakes on your manuscript.
References
Geman, S.: A limit theorem for the norm of random matrices. Ann. Probab. 8, 252–261 (1980)
Geman, S., Hwang, C.R.: A chaos hypothesis for some large systems of random equations. Z. Wahrscheinlichkeitstheor. Verw. Geb. 60, 291–314 (1982)
Geman, S.: Almost sure stable oscillations in a large system of randomly coupled equations. SIAM J. Appl. Math. 42, 695–703 (1982)
Geman, S.: The spectral radius of large random matrices. To appear in Ann. Probab.
Billingsley, P.: Convergence of probability measures. New York: Wiley 1968
Jonsson, D.: On the largest eigenvalue of a sample covariance matrix. Uppsala University, Department of Mathematics, Report No. 16, October 1983 (1983)
Hwang, C.R.: A brief survey on the spectral radius and the spectral distribution of large random matrices with iid entries. Contemporary Math. Radom Matrices and Their Applications. Am. Math. Soc. 50, 145–152 (1984)
Silverstein, J.W.: On the largest eigenvalue of a large dimensional sample covariance matrix. Unpublished
Yin, Y.Q., Bai, Z.D., Krishnaiah, P.R.: On the limit of the largest eigenvalue of the large dimensional sample covariance matrix. Technical Report No. 84-44. Center for Multivariate Analysis, University of Pittsburgh (1984)
Bai, Z.D.: Limiting properties of large system of random linear equations. Probab. Th. Rel. Fields 73, 539–553 (1986)
Author information
Authors and Affiliations
Additional information
The work of the first author was supported by Contract F49620-85-C-0008 of the Air Force Office of Scientific Research. The United States Government is authorized to reproduce and distribute reprints for governmental purposes notwithstanding any copyright notation hereon. The work of the second author was done when he was at the Center for Multivariate Analysis
Rights and permissions
About this article
Cite this article
Bai, Z.D., Yin, Y.Q. Limiting behavior of the norm of products of random matrices and two problems of Geman-Hwang. Probab. Th. Rel. Fields 73, 555–569 (1986). https://doi.org/10.1007/BF00324852
Received:
Revised:
Issue date:
DOI: https://doi.org/10.1007/BF00324852