We present a necessary and sufficient condition for tightness of products of iid finite-dimensional random non-negative matrices. We give an example illustrating the use of our theorem and treat completely the case of \(2\times 2\) matrices. We also describe stationary solutions of the linear equation \(y_ n=X_ ny_{n-1}\), \(n>0\), in \((R^ d)^+\), where \(X_ 1,X_ 2,..\). are iid \(d\times d\) non-negative matrices.
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Cites work
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- On the Continuity of the Distribution of a Sum of Dependent Variables Connected with Independent Walks on Lines
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Cited in
(6)- Convergence in distribution of products of \(d\times{}d\) random matrices
- Tightness of products of random matrices and stability of linear stochastic systems
- Tightness of products of i.i.d. random matrices. II
- Upper packing dimension of a measure and the limit distribution of products of i.i.d. Stochastic matrices
- Products of i.i.d. random nonnegative matrices: their skeletons and convergence in distribution
- Almost sure convergence of solutions to non-homogeneous stochastic difference equation
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