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Publication Date:
December 2011
ISSN:
1569-397X
DOI:
10.1515/ROSE.2011.017

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Editor-in-Chief: Girko, Vyacheslav

Managing Editor: Molchanov, S.

null Accardi, L. / Albeverio, Sergio / Carmona, R. / Casati, G. / Christopeit, N. / Domanski, C. / Drygas, Hilmar / Evstigneev, Igor / Gupta, A.K. / Ibragimov, I. / Kirsch, Werner / Klein, A. / Kondratyev, Yuri / Kurotschka, V. / Leonenko, N. / Loubaton, Philippe / Orsingher, E. / Pastur, L. / Rodrigues, Waldyr A. / Shiryaev, Albert / Turbin, A.F.

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35 years of the Inverse Tangent Law

1Institute of Mathematics of Ukrainian National Academy of Sciences, Tereshchenskivska st. 01601, Kiev, Ukraine.

Citation Information: Random Operators and Stochastic Equations. Volume 19, Issue 4, Pages 299–312, ISSN (Online) 1569-397x, ISSN (Print) 0926-6364, DOI: 10.1515/ROSE.2011.017, December 2011

Publication History:

Received: 16/10/2008;
Accepted: 07/03/2009;
Published Online: 01/03/2012

Abstract

The distribution functions of the solutions of the systems of linear algebraic equations (SLAE) , in general, have a cumbersome form; the order of these systems in some practical problems is large, therefore, the asymptotic behavior of the solutions should be studied in increasing order n of the system to infinity. A general form of the limit theorems of solutions of the systems of linear algebraic equations

with independent random coefficients and components , i, j 1, . . . , n, are given in this survey. By the tradition of choosing the names of laws in probability theory (Arcsine law, Law of iterated logarithm, etc.) we call the unusual behavior of the solutions of (SLAERC) as Inverse Tangent Law.

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