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.
This is a preview of subscription content, log in via an institution to check access.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
Author information
Authors and Affiliations
Rights and permissions
Copyright information
© 2001 Springer Science+Business Media Dordrecht
About this chapter
Cite this chapter
Girko, V.L. (2001). Stochastic Canonical Equation K 45 for Normalized Spectral Functions of Random Matrices Pencil. In: Theory of Stochastic Canonical Equations. Mathematics and Its Applications, vol 535. Springer, Dordrecht. https://doi.org/10.1007/978-94-010-0989-8_45
Download citation
DOI: https://doi.org/10.1007/978-94-010-0989-8_45
Publisher Name: Springer, Dordrecht
Print ISBN: 978-94-010-3882-9
Online ISBN: 978-94-010-0989-8
eBook Packages: Springer Book Archive