Weak ergodicity and products of random matrices

DOI10.1007/BF01047581zbMath0770.60005MaRDI QIDQ1210347

Olle Nerman, Magda Peligrad, Harry Cohn

Publication date: 13 September 1993

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

zbMATH Keywords

random matricescentral limit theoremstationaritystrong mixinglogarithm of a random matrix productrepresentation for a weakly ergodic sequence

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)

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Limit theorems for products of positive random matrices ⋮ A ``multiplicative coboundary theorem for some sequences of random matrices ⋮ Law of large numbers and central limit theorem for ergodic quantum processes ⋮ Moderate deviations and local limit theorems for the coefficients of random walks on the general linear group ⋮ Central limit theorem for the entries of products of random matrices without the positivity condition

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