2024
DOI: 10.17721/1812-5409.2024/1.7
|View full text |Cite
|
Sign up to set email alerts
|

Asymptotic properties of random matrices

Oksana Kyrychenko,
Yevhen Kyrychenko

Abstract: The work explores the asymptotic properties of large-dimensional stochastic matrices N under the condition of independence of matrix elements or rows (columns). An analysis of the main properties of eigenvalues of stochastic matrices is conducted. The work is dedicated to investigating the asymptotic characteristics of random matrices under the absence of the second moment and also considers the presence of "heavy tails" in the corresponding transitions in the adjacency matrices of the respective graph. The ma… Show more

Help me understand this report

Search citation statements

Order By: Relevance

Paper Sections

Select...

Citation Types

0
0
0

Publication Types

Select...

Relationship

0
0

Authors

Journals

citations
Cited by 0 publications
references
References 7 publications
0
0
0
Order By: Relevance

No citations

Set email alert for when this publication receives citations?