A note on products of random matrices (Q580810): Difference between revisions
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In this paper, the author discussed the tightness and weak convergence of the convolution sequence \(P^ n\) of a probability measure P on a set of d by d real matrices with usual topology. In his discussion, the set m(S) of matrices of minimal rank in S, the closed semigroup generated by the support of P, plays the major role. It is a nice supplement to earlier papers on the same subject, see \textit{H. Kesten} and \textit{F. Spitzer}, Z. Wahrscheinlichkeitstheor. Verw. Geb. 67, 363-386 (1984; Zbl 0535.60016) and the reviewer, Trans. Am. Math. Soc. 303, 395-411 (1987)]. | |||
| Property / review text: In this paper, the author discussed the tightness and weak convergence of the convolution sequence \(P^ n\) of a probability measure P on a set of d by d real matrices with usual topology. In his discussion, the set m(S) of matrices of minimal rank in S, the closed semigroup generated by the support of P, plays the major role. It is a nice supplement to earlier papers on the same subject, see \textit{H. Kesten} and \textit{F. Spitzer}, Z. Wahrscheinlichkeitstheor. Verw. Geb. 67, 363-386 (1984; Zbl 0535.60016) and the reviewer, Trans. Am. Math. Soc. 303, 395-411 (1987)]. / rank | |||
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| Property / reviewed by | |||
| Property / reviewed by: Arunava Mukherjea / 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: 60G50 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 4017988 / rank | |||
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| Property / zbMATH Keywords | |||
tightness and weak convergence | |||
| Property / zbMATH Keywords: tightness and weak convergence / rank | |||
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| Property / zbMATH Keywords | |||
semigroup | |||
| Property / zbMATH Keywords: semigroup / rank | |||
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Revision as of 18:45, 1 July 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on products of random matrices |
scientific article |
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A note on products of random matrices (English)
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1987
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In this paper, the author discussed the tightness and weak convergence of the convolution sequence \(P^ n\) of a probability measure P on a set of d by d real matrices with usual topology. In his discussion, the set m(S) of matrices of minimal rank in S, the closed semigroup generated by the support of P, plays the major role. It is a nice supplement to earlier papers on the same subject, see \textit{H. Kesten} and \textit{F. Spitzer}, Z. Wahrscheinlichkeitstheor. Verw. Geb. 67, 363-386 (1984; Zbl 0535.60016) and the reviewer, Trans. Am. Math. Soc. 303, 395-411 (1987)].
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tightness and weak convergence
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semigroup
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