A limit theorem for Markov chains in compact metric spaces with applications to products of random matrices

DOI10.1215/S0012-7094-78-04517-9zbMath0389.60052OpenAlexW1590561459MaRDI QIDQ1251035

Thomas Kaijser

Publication date: 1978

Published in: Duke Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1215/s0012-7094-78-04517-9

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Convergence of probability measures (60B10) Probability theory on algebraic and topological structures (60B99)

Related Items (12)

Théorèmes limite pour les systèmes linéaires a coefficient markoviens. (Limit theorems for linear systems with Markovian coefficients) ⋮ A survey of average contractive iterated function systems ⋮ Mathematical modeling of real-world images ⋮ Zariski closure and the dimension of the Gaussian law of the product of random matrices. I ⋮ Contracting on average iterated function systems by metric change ⋮ On stochastic perturbations of iterations of circle maps ⋮ Transportation inequalities for hidden Markov chains and applications ⋮ Random composing of mappings, small stochastic perturbations and attractors ⋮ Asymptotic behavior for Markovian iterated function systems ⋮ On convergence in distribution of the Markov chain generated by the filter kernel induced by a fully dominated Hidden Markov Model ⋮ Analysis of an identification algorithm arising in the adaptive estimation of Markov chains ⋮ Strong Laws of Large Numbers for Products of Random Matrices

This page was built for publication: A limit theorem for Markov chains in compact metric spaces with applications to products of random matrices