Conditional limit theorem for products of random matrices

DOI10.1070/SM1995V186N03ABEH000022MaRDI QIDQ4886724zbMATH OpenOpenAlexFDO

Authors A. V. Lëtchikov

Publication date 25 November 1996

Published in Sbornik: Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1070/sm1995v186n03abeh000022

zbMATH Keywords

Brownian bridgeHaar measureproducts of independent random matricesgroup of unimodular matrices

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) Discrete-time Markov processes on general state spaces (60J05) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)

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Cited in

(9)

• Limit Theorems for Products of Independent Random Matrices with Positive Elements
• Central limit theorem for the entries of products of random matrices without the positivity condition
• Chernoff iterations as an averaging method for random affine transformations
• Bridges and random truncations of random matrices
• Conditioned limit theorems for products of random matrices
• A ring of Brownian matrices
• On the law of large numbers for compositions of independent random semigroups
• Feynman formulas and the law of large numbers for random one-parameter semigroups
• Limiting-type theorem for conditional distributions of products of independent unimodular 2�2 matrices

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