Central Limit Theorem for Products of Random Matrices
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Publication:3668563
DOI10.2307/1999463zbMath0519.60012OpenAlexW4240217676MaRDI QIDQ3668563
Publication date: 1984
Full work available at URL: https://doi.org/10.2307/1999463
Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Integral representations of solutions to PDEs (35C15) Diffusion processes (60J60) Initial value problems for second-order parabolic equations (35K15)
Related Items (16)
Central limit theorems for random evolutions ⋮ Functional central limit theorems and their associated large deviation principles for products of random matrices ⋮ Elastic waves in randomly stratified medium. Analytical results ⋮ Markov approximations of the evolution of quantum systems ⋮ Chernoff iterations as an averaging method for random affine transformations ⋮ Compositions of random processes in a Hilbert space and its limit distribution ⋮ Parametric Furstenberg theorem on random products of \(\mathrm{SL}(2, \mathbb{R})\) matrices ⋮ Elastic waves in randomly stratified medium. Numerical calculations ⋮ A ``thermodynamic approach to multi-robot cooperative localization ⋮ Concentration inequalities for random matrix products ⋮ A central limit theorem for products of dependent random linear and nonlinear operators ⋮ Limit distribution for compositions of random operators ⋮ Matrix concentration for products ⋮ Product formulas for solutions of initial value partial differential equations. I ⋮ Spectral statistics for the difference of two Wishart matrices ⋮ Arithmeticity of hyperbolic -manifolds containing infinitely many totally geodesic surfaces
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- Products of Random Matrices
- On the Convergence of Ordinary Integrals to Stochastic Integrals
- Noncommuting Random Products
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