For families of matrices, the random spectral radius of random products obeys a law of large numbers with explicit limiting value and a central limit theorem, with a non-Gaussian max-of-correlated-Gaussians limit when leading eigenvalues coalesce.
Billingsley, Probability and Measure
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
math.DS 1years
2025 1verdicts
UNVERDICTED 1representative citing papers
citing papers explorer
-
Probabilistic Analysis of the Random Spectral Radius for a Matrix Family
For families of matrices, the random spectral radius of random products obeys a law of large numbers with explicit limiting value and a central limit theorem, with a non-Gaussian max-of-correlated-Gaussians limit when leading eigenvalues coalesce.