Stable laws and products of positive random matrices

DOI10.1007/s10959-008-0153-yzbMath1154.60014arXiv0801.3780OpenAlexW2036926884MaRDI QIDQ960185

Loïc Hervé, Hubert Hennion

Publication date: 16 December 2008

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0801.3780

zbMATH Keywords

stable lawsproducts of random matrices

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Random matrices (algebraic aspects) (15B52) Applications of operator theory in probability theory and statistics (47N30)

Related Items (7)

Berry-Esseen bound and precise moderate deviations for products of random matrices ⋮ On fixed points of a generalized multidimensional affine recursion ⋮ Local limit theorem for randomly deforming billiards ⋮ Random polymers on the complete graph ⋮ Heavy tails for an alternative stochastic perpetuity model ⋮ The Nagaev-Guivarc’h method via the Keller-Liverani theorem ⋮ Conditioned limit theorems for products of positive random matrices

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