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A limit theorem for the spectral functions of a pencil of random matrices. (English. Russian original) Zbl 0629.60029

Theory Probab. Math. Stat. 35, 55-58 (1987); translation from Teor. Veroyatn. Mat. Stat. 35, 52-54 (1986).
In this paper, the limit spectral function is found for the spectral functions of a pencil of random matrices \((A_ nZ-B_ n)\). The study of spectral functions of nonselfadjoint matrices is reduced to the study of spectral functions of Hermitian random matrices with the help of the V- transformation.
Reviewer: Lin Zhengyan

MSC:

60F05 Central limit and other weak theorems
15B52 Random matrices (algebraic aspects)
15A18 Eigenvalues, singular values, and eigenvectors
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