A note on products of random matrices (Q580810)
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English | A note on products of random matrices |
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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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