Theorems of law of large numbers type for functionals of products of independent random matrices

DOI10.1007/BF01098481zbMATH Open0723.60005MaRDI QIDQ756834FDOQ756834

Authors: G. V. Akulov, Vyacheslav Girko 

Publication date: 1991

Published in: Journal of Soviet Mathematics (Search for Journal in Brave)

Recommendations

• scientific article; zbMATH DE number 4100261
• Publication:3486579
• Strong law of large numbers for functionals of products of random matrices
• Strong Laws of Large Numbers for Products of Random Matrices
• Limit Theorems for Products of Independent Random Matrices with Positive Elements
• Functional central limit theorems and their associated large deviation principles for products of random matrices
• Limit theorems for products of positive random matrices
• Law of large numbers for the spectral radius of random matrix products
• A law of large numbers for finite-range dependent random matrices

zbMATH Keywords

random matricesweak law of large numbersmartingale techniques

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Central limit and other weak theorems (60F05) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)

Cited In (2)

• Law of large numbers for infinite random matrices over a finite field
• Explicit stationary distributions for compositions of random functions and products of random matrices

This page was built for publication: Theorems of law of large numbers type for functionals of products of independent random matrices

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q756834)