Tightness of products of iid random matrices (Q582674)

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Tightness of products of iid random matrices
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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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