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The polar decomposition of a random matrix. (English. Russian original) Zbl 0472.15010

Theory Probab. Math. Stat. 23, 21-31 (1981); translation from Teor. Veroyatn. Mat. Stat. 23, 20-30 (1980).

MSC:

15B52 Random matrices (algebraic aspects)
15A23 Factorization of matrices
60H25 Random operators and equations (aspects of stochastic analysis)
60J05 Discrete-time Markov processes on general state spaces

Citations:

Zbl 0064.129
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