A. Naumov

activity

20122026

most citedFinite Time Analysis of Linear Two-timescale Stochastic Approximation with Markovian Noise

26 citations · 134 across the 27 of their papers we have counts for

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Showing 2014Show all

2 papers · 1 filter

math.PR2014

Distribution of Linear Statistics of Singular Values of the Product of Random Matrices

Friedrich Götze, Alexey Naumov, Alexander Tikhomirov

In this paper we consider the product of two independent random matrices $X^{(1)}$ and $X^{(2)}$ . Assume that $X_{j k}^{(q)}, 1 \leq j, k \leq n, q = 1, 2,$ are i.i.d.…

math.PR2014★ 10 cited

On one generalization of the elliptic law for random matrices

Friedrich Götze, Alexey Naumov, Alexander Tikhomirov

We consider the products of $m \geq 2$ independent large real random matrices with independent vectors $(X_{j k}^{(q)}, X_{k j}^{(q)})$ of entries. The entries $X_{jk}^{(q)},X_{kj}^{(q)…