Limiting Properties of Large System of Random Linear Equations.
PITTSBURGH UNIV PA CENTER FOR MULTIVARIATE ANALYSIS
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S. Geman and Chi R. Hwang proposed a kind of algebraic systems of equations and proved the law of large numbers for its solution. In this paper, the conditions to ensure these results are significantly weakened for the law of large numbers. Also, the central limit theorem is shown. For both the law of large numbers and the limit theorem, the only needed assumption is that the random variables have finite second moment. Keywords Multivariate analysis MatricesMathematics. Author
- Statistics and Probability