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

DOI10.1215/S0012-7094-78-04517-9MaRDI QIDQ1251035zbMATH OpenOpenAlexFDO

Authors 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

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

Cited in

(15)

• Théorèmes limite pour les systèmes linéaires a coefficient markoviens. (Limit theorems for linear systems with Markovian coefficients)
• Analysis of an identification algorithm arising in the adaptive estimation of Markov chains
• Mathematical modeling of real-world images
• Zariski closure and the dimension of the Gaussian law of the product of random matrices. I
• 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
• A survey of average contractive iterated function systems
• Strong Laws of Large Numbers for Products of Random Matrices
• Random composing of mappings, small stochastic perturbations and attractors
• Transportation inequalities for hidden Markov chains and applications
• Contracting on average iterated function systems by metric change
• Orbital fuzzy iterated function systems
• On stochastic perturbations of iterations of circle maps
• Limit theorems for stochastic exponentials of matrix-valued Lévy processes
• Ergodic properties of multi-agent iterated function systems with subjective probabilities

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