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Topics in products of random matrices (English)
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8 October 2000
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These notes are based on a course of lectures given at the Tata Institute of Fundamental Research in 1998. Most of the results included have not appeared earlier in book form. The material is carefully selected and the presentation is clear and concise. The list of topics treated includes products of random stochastic matrices, nature of the limit distribution, convergence in direction, multivariate central limit theorem and others. The feature is that in this short monograph, apart from the case of matrices of finite dimensions, the questions related with the products of infinite-dimensional random stochastic matrices are also addressed. This part is based on recent contributions to the theory by the author. These notes can be recommended for wide audience of mathematicians, including students and young researchers.
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products of random matrices
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