Sequences of random matrices modulated by a discrete-time Markov chain*

DOI10.1080/15326349.2023.2175869MaRDI QIDQ6092932zbMATH OpenOpenAlexFDO

Authors George Yin

Publication date 23 November 2023

Published in Stochastic Models (Search for Journal in Brave)

Full work available at URL https://digitalcommons.wayne.edu/oa_dissertations/3688

zbMATH Keywords

Markov chainmatrix-valued random sequencemixing processtwo-time-scale formulation

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Central limit and other weak theorems (60F05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stochastic approximation (62L20)

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