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

DOI10.2307/2000800zbMath0638.60007OpenAlexW4248913170MaRDI QIDQ3779502

Arunava Mukherjea

Publication date: 1987

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

zbMATH Keywords

weak convergencenonnegative matricesconvolution powerscompletely simple semigroup

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Convergence of probability measures (60B10)

Related Items (10)

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

Cites Work

• Unnamed Item
• Recurrent random walks and invariant measures on semigroups of \(n\times n\) matrices
• Measures on topological semigroups: Convolution products and random walks
• 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
• Remarks on the kernel of a matrix semigroup

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