On the continuous singularity of the limit distribution of products of i. i. d. \(d\times d\) stochastic matrices (Q1866070)
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English | On the continuous singularity of the limit distribution of products of i. i. d. \(d\times d\) stochastic matrices |
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On the continuous singularity of the limit distribution of products of i. i. d. \(d\times d\) stochastic matrices (English)
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3 April 2003
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In generalizing earlier results [cp. e.g. \textit{T.-C. Sun}, Bull. Inst. Math., Acad. Sin. 3, 235-248 (1975; Zbl 0327.60009); \textit{A. Nakassis}, J. Math. Anal. Appl. 70, 337-347 (1979; Zbl 0426.60012); and the authors and \textit{J. S. Ratti}, J. Theor. Probab. 12, No.~2, 571-583 (1999; Zbl 0943.60010) and ibid. 12, No.~4, 1109-1112 (1999; Zbl 0961.60014)] the authors give sufficient conditions for the limit distribution of products of i.i.d. \(d\times d\) random stochastic matrices, \(d\) finite and \(d\geq 2\), to be continuous singular, when the support of the distribution of the individual random matrices is finite or countably infinite. The proofs are based on applications of the multivariate central limit theorem. The references contain ten bibliographical hints.
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random matrices
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limit distribution
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central limit theorem
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Erdős problem
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Cantor function
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continuous singularity
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product of independent identically distributed stochastic matrices
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