... elements of A. Let further A: I → GL (A) be a mapping from anopen interval I in R into GL (A) , and assume that A is differentiable, in the sense that A (t0) := limt→t01t − t0 A( t) − A( t0)exists ... ,X(n)rfromSGRM(n,1n) as defined in the introduction. Then X =(X(n)1, ,X(n)r)is a random variable taking values in Er,n, so that Y =Ψ(X) is a random variabletaking values in Rrn2. From the definition of ... with mean 0 and variance1n. In the following, we consider a given family a 0, ,a r of matrices in Mm(C)sa, and, for each n in N, a family X(n)1, ,X(n)r of independent ran-dom matrices...