Abstract
The aim of this chapter is to prove the principal result for random Gram matrices with asymptotically constant entries(ACE-Gram matrices). The method of martingale differences is one of the oldest tools in the theory of random matrices (see surveys and books devoted to the spectral theory of random matrices in the list of references at the end of this book). In this brief Chapter, we restrict ourselves to the analysis of convergence of solutions of the accompanying canonical equations. The detailed presentation can be found in the proof of Theorem 3.1.
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© 2001 Springer Science+Business Media Dordrecht
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Girko, V.L. (2001). Canonical Equation K 12 for Random Gram Matrices with Infinitely Small Entries. In: Theory of Stochastic Canonical Equations. Mathematics and Its Applications, vol 535. Springer, Dordrecht. https://doi.org/10.1007/978-94-010-0989-8_12
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DOI: https://doi.org/10.1007/978-94-010-0989-8_12
Publisher Name: Springer, Dordrecht
Print ISBN: 978-94-010-3882-9
Online ISBN: 978-94-010-0989-8
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