Convergence in distribution of products of random matrices

DOI10.1007/BF00532045zbMATH Open0535.60016MaRDI QIDQ3319481FDOQ3319481

Publication date: 1984

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

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zbMATH Keywords

products of random matrices Potlatch models

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

Cites Work

Cited In (73)

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QMLE of periodic bilinear models and of PARMA models with periodic bilinear innovations.
Power periodic threshold GARCH model: structure and estimation
A conditioned local limit theorem for non-negative random matrices
Active particle in a harmonic trap driven by a resetting noise: an approach via Kesten variables
Matrix Kesten recursion, inverse-Wishart ensemble and fermions in a Morse potential
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A Kesten-Stigum type theorem for a supercritical multitype branching process in a random environment
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Convergence of Infinite Products of Stochastic Matrices: A Graphical Decomposition Criterion
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Geometric ergodicity and moment conditions for a seasonal GARCH model with periodic coefficients
Limiting behavior of the norm of products of random matrices and two problems of Geman-Hwang
On a Mixture GARCH Time-Series Model
Weak convergence in circulant matrices
Product of Random Stochastic Matrices and Distributed Averaging
On stationarity and \(\beta \)-mixing of periodic bilinear processes
Strong Laws of Large Numbers for Products of Random Matrices
Matrix refinement type equations
Statistical analysis of two-compartment pharmacokinetic models with drug non-adherence
QMLE for periodic time-varying asymmetric log GARCH models
On the continuous singularity of the limit distribution of products of i. i. d. \(d\times d\) stochastic matrices
Title not available (Why is that?)
Reduced multitype critical branching processes in random environment
Multitype weakly subcritical branching processes in random environment
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A ``thermodynamic approach to multi-robot cooperative localization
Conditioned limit theorems for products of random matrices
An upper bound for the largest Lyapunov exponent of a Markovian product of nonnegative matrices
Stationarity of GARCH processes and of some nonnegative time series
On a characteristic of random matrices connected with unconditional convergence almost everywhere
Stable GARCH models for financial time series
A note on products of random matrices
Tightness of products of iid random matrices
Products of random matrices: dimension and growth in norm
The maximum eigenvalue for a special matrix of order n
On the probabilistic structure of power threshold generalized ARCH stochastic processes
Products of i.i.d. random nonnegative matrices: their skeletons and convergence in distribution
Title not available (Why is that?)
On periodic GARCH processes: stationarity, existence of moments and geometric ergodicity
Completely simple semigroups of matrices
Limit theorems for products of positive random matrices
Lower bounds for the maximal Lyapunov exponent
Convergence of the powers of a circulant stochastic matrix
On the structure of generalized threshold ARCH processes
Almost sure convergence of solutions to non-homogeneous stochastic difference equation
Evolution of branching processes in a random environment
Integrated Markov-switching GARCH process
Critical multitype branching processes in a random environment
Rates of convergence for products of random stochastic \(2\times 2\) matrices
Stationarity of stable power-GARCH processes.
Tightness of products of i.i.d. random matrices. II
A note on integrated periodic \textit{GARCH} processes
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Stability of Exponential Rate of Growth of Products of Random Matrices Under Local Random Perturbations
Infinite products of random matrices and repeated interaction dynamics
A limit theorem for random matrices with a multiparameter and its application to a stochastic model of a large economy
Conditional limit theorem for products of random matrices
Conditioned limit theorems for products of positive random matrices
The avalanche principle and some deviation probabilities
On some nonstationary, nonlinear random processes and their stationary approximations
Convergence in distribution of products of \(d\times{}d\) random matrices
Title not available (Why is that?)
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On tail probability of products of random matrices
A Characterisation of Transient Random Walks on Stochastic Matrices with Dirichlet Distributed Limits
Addendum to ``On the distribution of the limit of products of i. i. d. \(2\times 2\) random stochastic matrices
Stochastic flows on a countable set: Convergence in distribution
Stable laws and products of positive random matrices
On a multitype Galton-Watson process with state-dependent immigration
Projective convergence of inhomogeneous \(2 \times 2\) matrix products
Convergence in Distribution of Products of Random Matrices: A Semigroup Approach

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