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

DOI10.1007/BF01098481MaRDI QIDQ756834zbMATH OpenFDO

Authors G. V. Akulov, Vyacheslav Girko

Publication date 1991

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

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)

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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

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