This article is cited in 3 papers

Short Communications

Limit theorems for products of independent random matrices with positive elements

V. L. Girko

Kiev

Abstract: We obtain necessary and sufficient conditions for the distributions of some functionals of the product of independent random matrices to converge to the normal law. The method of proof is based on a representation of Borel functions of independent random variables as a sum of uncorrelated random variables.

Received: 14.03.1979
Revised: 28.05.1981

 English version: Theory of Probability and its Applications, 1983, 27:4, 837–844

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