A central limit theorem for normalized products of random matrices

DOI10.1007/S10998-008-6183-3MaRDI QIDQ2390146zbMATH OpenOpenAlexFDO

Authors Rolando Cavazos-Cadena, Daniel Hernández-Hernández

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)

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Cites work

• scientific article; zbMATH DE number 3913325 (Why is no real title available?)
• scientific article; zbMATH DE number 48634 (Why is no real title available?)
• An alternative derivation of Birkhoff's formula for the contraction coefficient of a positive matrix.
• Convergence in Distribution of Products of Random Matrices: A Semigroup Approach
• Exponential stability for nonlinear filtering
• Limit theorems for products of positive random matrices
• Non-negative matrices and Markov chains. 2nd ed
• Noncommuting Random Products
• Products of Random Matrices
• Products of random matrices in statistical physics
• Random matrix products and measures on projective spaces
• Risk-Sensitive Control of Finite State Machines on an Infinite Horizon II
• Successive approximations in partially observable controlled Markov chains with risk-sensitive average criterion

Cited in

(13)

• 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
• A central limit theorem for products of random matrices and GOE statistics for the Anderson model on long boxes
• 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
• Functional central limit theorems and their associated large deviation principles for products of random matrices
• Products of random matrices: a dynamical point of view
• scientific article; zbMATH DE number 3951681 (Why is no real title available?)
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• scientific article; zbMATH DE number 3953956 (Why is no real title available?)
• scientific article; zbMATH DE number 3923762 (Why is no real title available?)
• scientific article; zbMATH DE number 3980114 (Why is no real title available?)

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