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

DOI10.1080/15326349.2023.2175869zbMath1524.60057OpenAlexW4321105101MaRDI QIDQ6092932

George Yin, Unnamed Author

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 chainmixing processmatrix-valued random sequencetwo-time-scale formulation

Mathematics Subject Classification ID

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

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