Limiting behavior of the norm of products of random matrices and two problems of Geman-Hwang
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Publication:1071372
DOI10.1007/BF00324852zbMath0586.60021OpenAlexW2070017958MaRDI QIDQ1071372
Publication date: 1986
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf00324852
spectral radiuschaos hypothesislarge system of random linear differential equationslarge system of random linear equationsnorm of random matrices
Central limit and other weak theorems (60F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Strong limit theorems (60F15)
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