Convergence in distribution of products of \(d\times{}d\) random matrices

DOI10.1016/0022-247X(91)90179-4zbMath0753.60011MaRDI QIDQ1192758

Chi-Chang Lo, Arunava Mukherjea

Publication date: 27 September 1992

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

topological semigrouprandom walksemigroup of matricesbistochastic matricescompact topological semigroupconvolution sequences of probability measures

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 (1)

Infinite convolutions of probability measures on Polish semigroups

Cites Work

• Tightness of products of iid random matrices
• Completely simple semigroups of matrices
• Tightness of products of random matrices and stability of linear stochastic systems
• Products of independent identically distributed stochastic matrices
• Convergence in distribution of products of random matrices
• Convergence in Distribution of Products of Random Matrices: A Semigroup Approach
• Remarks on the kernel of a matrix semigroup
• Convergence of Non-Homogeneous Bistochastic Markov Chains
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