A central limit theorem for normalized products of random matrices

DOI10.1007/S10998-008-6183-3zbMATH Open1174.60003OpenAlexW1981550640MaRDI QIDQ2390146FDOQ2390146

Daniel Hernández-Hernández, Rolando Cavazos-Cadena

Publication date: 20 July 2009

Published in: Periodica Mathematica Hungarica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10998-008-6183-3

zbMATH Keywords

invariant measurelaw of large numbersrandom productsBirkhoff's distancedelayed processdivisibility of a distributionuniform differentiability of a family of characteristic functions

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Probability measures on topological spaces (60B05) Central limit and other weak theorems (60F05)

Cites Work

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• Non-negative matrices and Markov chains. 2nd ed
• Limit theorems for products of positive random matrices
• An alternative derivation of Birkhoff's formula for the contraction coefficient of a positive matrix.
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• Products of Random Matrices
• Random matrix products and measures on projective spaces
• Products of random matrices in statistical physics
• Noncommuting Random Products
• Successive approximations in partially observable controlled Markov chains with risk-sensitive average criterion
• Exponential stability for nonlinear filtering
• Convergence in Distribution of Products of Random Matrices: A Semigroup Approach
• Risk-Sensitive Control of Finite State Machines on an Infinite Horizon II

Cited In (7)

• Central limit theorem for the entries of products of random matrices without the positivity condition
• Central limit theorems for the products of random matrices sampled by a random walk
• Normal limit theorems for symmetric random matrices
• Kronecker product permutation matrices and their application to moment matrices of the normal distribution
• A central limit theorem for products of dependent random linear and nonlinear operators
• Title not available (Why is that?)
• Title not available (Why is that?)

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