Tightness of products of iid random matrices (Q582674): Difference between revisions
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We present a necessary and sufficient condition for tightness of products of iid finite-dimensional random non-negative matrices. We give an example illustrating the use of our theorem and treat completely the case of \(2\times 2\) matrices. We also describe stationary solutions of the linear equation \(y_ n=X_ ny_{n-1}\), \(n>0\), in \((R^ d)^+\), where \(X_ 1,X_ 2,..\). are iid \(d\times d\) non-negative matrices. | |||
Property / review text: We present a necessary and sufficient condition for tightness of products of iid finite-dimensional random non-negative matrices. We give an example illustrating the use of our theorem and treat completely the case of \(2\times 2\) matrices. We also describe stationary solutions of the linear equation \(y_ n=X_ ny_{n-1}\), \(n>0\), in \((R^ d)^+\), where \(X_ 1,X_ 2,..\). are iid \(d\times d\) non-negative matrices. / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 60B15 / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 60B10 / rank | |||
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Property / zbMATH DE Number | |||
Property / zbMATH DE Number: 4131334 / rank | |||
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Property / zbMATH Keywords | |||
condition for tightness of products of iid finite-dimensional random non- negative matrices | |||
Property / zbMATH Keywords: condition for tightness of products of iid finite-dimensional random non- negative matrices / rank | |||
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Property / reviewed by | |||
Property / reviewed by: Arunava Mukherjea / rank | |||
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Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
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Property / cites work | |||
Property / cites work: Tightness of products of random matrices and stability of linear stochastic systems / rank | |||
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Property / cites work: On the Continuity of the Distribution of a Sum of Dependent Variables Connected with Independent Walks on Lines / rank | |||
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Property / cites work: A note on products of random matrices / rank | |||
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Property / cites work: Recurrent random walks and invariant measures on semigroups of \(n\times n\) matrices / rank | |||
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Property / cites work: Convergence in distribution of products of random matrices / rank | |||
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Property / cites work: Convergence in Distribution of Products of Random Matrices: A Semigroup Approach / rank | |||
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links / mardi / name | links / mardi / name | ||
Latest revision as of 12:54, 20 June 2024
scientific article
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English | Tightness of products of iid random matrices |
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Tightness of products of iid random matrices (English)
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1991
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We present a necessary and sufficient condition for tightness of products of iid finite-dimensional random non-negative matrices. We give an example illustrating the use of our theorem and treat completely the case of \(2\times 2\) matrices. We also describe stationary solutions of the linear equation \(y_ n=X_ ny_{n-1}\), \(n>0\), in \((R^ d)^+\), where \(X_ 1,X_ 2,..\). are iid \(d\times d\) non-negative matrices.
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condition for tightness of products of iid finite-dimensional random non- negative matrices
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