Convergence in distribution of products of random matrices
From MaRDI portal
Publication:3319481
DOI10.1007/BF00532045zbMath0535.60016MaRDI QIDQ3319481
Publication date: 1984
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)
Related Items (39)
Stochastic flows on a countable set: Convergence in distribution ⋮ Stable GARCH models for financial time series ⋮ Power periodic threshold GARCH model: Structure and estimation ⋮ QMLE of periodic bilinear models and of PARMA models with periodic bilinear innovations ⋮ Limit theorems for products of positive random matrices ⋮ Active particle in a harmonic trap driven by a resetting noise: an approach via Kesten variables ⋮ A Kesten-Stigum type theorem for a supercritical multitype branching process in a random environment ⋮ Statistical analysis of two-compartment pharmacokinetic models with drug non-adherence ⋮ On the probabilistic structure of power threshold generalized ARCH stochastic processes ⋮ Lower bounds for the maximal Lyapunov exponent ⋮ Evolution of branching processes in a random environment ⋮ A note on integrated periodic \textit{GARCH} processes ⋮ QMLE for periodic time-varying asymmetric log GARCH models ⋮ Stationarity of GARCH processes and of some nonnegative time series ⋮ Reduced multitype critical branching processes in random environment ⋮ Convergence in distribution of products of \(d\times{}d\) random matrices ⋮ INTEGRATED MARKOV-SWITCHING GARCH PROCESS ⋮ Stable laws and products of positive random matrices ⋮ On the structure of generalized threshold ARCH processes ⋮ A Characterisation of Transient Random Walks on Stochastic Matrices with Dirichlet Distributed Limits ⋮ Matrix refinement type equations ⋮ An upper bound for the largest Lyapunov exponent of a Markovian product of nonnegative matrices ⋮ A ``thermodynamic approach to multi-robot cooperative localization ⋮ Infinite products of random matrices and repeated interaction dynamics ⋮ Geometric Ergodicity and Moment Conditions for a Seasonal GARCH Model with Periodic Coefficients ⋮ Critical multitype branching processes in a random environment ⋮ A note on products of random matrices ⋮ Tightness of products of iid random matrices ⋮ On periodic GARCH processes: stationarity, existence of moments and geometric ergodicity ⋮ On stationarity and \(\beta \)-mixing of periodic bilinear processes ⋮ Multitype weakly subcritical branching processes in random environment ⋮ Convergence in Distribution of Products of Random Matrices: A Semigroup Approach ⋮ Almost sure convergence of solutions to non-homogeneous stochastic difference equation ⋮ On some nonstationary, nonlinear random processes and their stationary approximations ⋮ On a multitype Galton-Watson process with state-dependent immigration ⋮ Stationarity of stable power-GARCH processes. ⋮ On a Mixture GARCH Time-Series Model ⋮ Completely simple semigroups of matrices ⋮ Matrix Kesten recursion, inverse-Wishart ensemble and fermions in a Morse potential
Cites Work
- Non-negative matrices and Markov chains. 2nd ed
- Products of independent identically distributed stochastic matrices
- Limit theorems for non-commutative operators. I
- Generalized potlatch and smoothing processes
- Ergodic theorems for coupled random walks and other systems with locally interacting components
- Products of Random Matrices
- Noncommuting Random Products
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: Convergence in distribution of products of random matrices