A limit theorem for random matrices with a multiparameter and its application to a stochastic model of a large economy (Q1336986)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A limit theorem for random matrices with a multiparameter and its application to a stochastic model of a large economy |
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A limit theorem for random matrices with a multiparameter and its application to a stochastic model of a large economy (English)
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30 June 1995
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Law of large numbers type a.s. limit theorems for families of supermultiplicative random matrices with multiparameter are proved. They can be regarded as the multiparameter analogue of results of \textit{H. Furstenberg} and \textit{H. Kesten} [Ann. Math. Stat. 31, 457-469 (1960; Zbl 0137.355)] and \textit{J. F. C. Kingman} [Ann. Probab. 1, 883-909 (1973; Zbl 0311.60018) and Éc. d'Été Probab. Saint-Flour V-1975, Lect. Notes Math. 539, 167-223 (1976; Zbl 0367.60030)]. The application to a stochastic model of a large economy is discussed.
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product of random matrices
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subadditive processes
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ergodic theory
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stochastic economic growth model
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law of large numbers
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stochastic model of a large economy
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