Weak ergodicity and products of random matrices

DOI10.1007/BF01047581zbMath0770.60005MaRDI QIDQ1210347

Olle Nerman, Magda Peligrad, Harry Cohn

Publication date: 13 September 1993

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

zbMATH Keywords

random matricescentral limit theoremstationaritystrong mixinglogarithm of a random matrix productrepresentation for a weakly ergodic sequence

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Random matrices (algebraic aspects) (15B52) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)

Related Items (6)

Limit theorems for products of positive random matrices ⋮ A ``multiplicative coboundary theorem for some sequences of random matrices ⋮ Law of large numbers and central limit theorem for ergodic quantum processes ⋮ Moderate deviations and local limit theorems for the coefficients of random walks on the general linear group ⋮ Central limit theorem for the entries of products of random matrices without the positivity condition ⋮ Limit theorems for iid products of positive matrices

Cites Work

• Unnamed Item
• An asymptotic representation for products of random matrices
• Confidence intervals for demographic projections based on products of random matrices
• Non-negative matrices and Markov chains. 2nd ed
• Subadditive ergodic theory
• A central limit theorem for the subadditive process and its application to products of random matrices
• On products of nonnegative matrices
• Large deviations for the empirical field of curie-weiss models^∗
• On products of non-negative matrices
• Products of Random Matrices

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