Convergence in Distribution of Products of Random Matrices: A Semigroup Approach

DOI10.2307/2000800zbMath0638.60007MaRDI QIDQ3779502

Arunava Mukherjea

Publication date: 1987

Full work available at URL: https://doi.org/10.2307/2000800

zbMATH Keywords

weak convergence; nonnegative matrices; convolution powers; completely simple semigroup

Mathematics Subject Classification ID

60J10: Markov chains (discrete-time Markov processes on discrete state spaces)

60B10: Convergence of probability measures

Related Items

Tightness of products of iid random matrices, Multiplicative semigroups of infinite dimensional matrices, Stable laws and products of positive random matrices, Stochastic flows on a countable set: Convergence in distribution, Recurrent random walks in nonnegative matrices: Attractors of certain iterated function systems, Convergence in distribution of products of \(d\times{}d\) random matrices, Recurrent random walks in nonnegative matrices. II, Limit theorems for products of positive random matrices, A mixed random walk on nonnegative matrices: A law of large numbers, A central limit theorem for normalized products of random matrices

Cites Work

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• Tightness of products of random matrices and stability of linear stochastic systems
• Convergence in distribution of products of random matrices
• Convergence of non-homogenous stochastic chains. II