Limit Theorems for the Solution of the Systems of Linear Algebraic Equations with Random Coefficients

Abstract

The distribution functions of the solutions of the systems of linear algebraic equations $${\Xi _n}{\vec x_n} = {\vec y_n}$$ , in general, have a cumbersome form; the order of these systems is large, therefore, the asymptotic behaviour of the solutions should be studied in increasing order of the system to infinity. A general form of the limit theorems for the solutions of the systems $${\Xi _n}{\vec x_n} = {\vec \eta _n}$$ with independent random coefficients are given in this chapter.