This paper extends the previous convergence results in Cerqueti and Costantini (2008) to a more general case using larger normed set of functions. In this regard, the weight-based convergence of the random matrices and their generalized eigenvalues is obtained under less restrictive requirements for the weights.

New results on the convergence of random matrices / Cerqueti, Roy; M., Costantini. - In: STATISTICS. - ISSN 0233-1888. - 47(4):(2013), pp. 663-671. [10.1080/02331888.2011.648639]

New results on the convergence of random matrices

CERQUETI, ROY;M. Costantini
2013

Abstract

This paper extends the previous convergence results in Cerqueti and Costantini (2008) to a more general case using larger normed set of functions. In this regard, the weight-based convergence of the random matrices and their generalized eigenvalues is obtained under less restrictive requirements for the weights.
2013
generalized eigenvalues problem; asymptotic convergence; random matrices
01 Pubblicazione su rivista::01a Articolo in rivista
New results on the convergence of random matrices / Cerqueti, Roy; M., Costantini. - In: STATISTICS. - ISSN 0233-1888. - 47(4):(2013), pp. 663-671. [10.1080/02331888.2011.648639]
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11573/1364562
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