Tightness of products of iid random matrices (Q582674): Difference between revisions
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| Property / author | |||
| Property / author: Arunava Mukherjea / rank | |||
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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 / 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: 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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Revision as of 19:11, 1 July 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tightness of products of iid random matrices |
scientific article |
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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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