A ``multiplicative coboundary theorem for some sequences of random matrices

DOI10.1007/BF02214081zbMATH Open0870.60028MaRDI QIDQ1923935FDOQ1923935

Richard C. Bradley

Publication date: 30 July 1997

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

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• scientific article; zbMATH DE number 1303227

zbMATH Keywords

infinite productmatrix productsstrictly stationary sequencesequences of random matrices

Mathematics Subject Classification ID

Stationary stochastic processes (60G10)

Cites Work

• Title not available (Why is that?)
• An extension of the Komlós subsequence theorem
• Random Matrices and Their Applications
• Limit theorems for subsequences of arbitrarily-dependent sequences of random variables
• On the Behavior of the Variances of Sums of Random Variables Forming a Stationary Process
• Tightness of products of i.i.d. random matrices. II
• On the Dispersion of Time-Dependent Means of a Stationary Stochastic Process
• On a theorem of K. Schmidt
• Weak ergodicity and products of random matrices
• A cocycle theorem with an application to Rosenthal sets
• Dominated Permutations of Subsequences of Random Variables

Cited In (8)

• A ``coboundary theorem for sums of random variables taking their values in a Banach space
• An \(L^p\) multiplicative coboundary theorem for sequences of unitriangular random matrices
• AN L^p ‘COUSIN OF COBOUNDARY’ THEOREM FOR RANDOM FIELDS
• On null-homology and stationary sequences
• Note on Additive Cocycles
• On a theorem of K. Schmidt
• Title not available (Why is that?)
• A Companion to the Oseledec Multiplicative Ergodic Theorem

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