A CENTRAL LIMIT THEOREM FOR NORMALIZED PRODUCTS OF RANDOM MATRICES

被引：0

作者：

Cavazos-Cadena, Rolando ^{[1
]}

Hernandez-Hernandez, Daniel ^{[2
]}

机构：

[1] Univ Autonoma Agr Antonio Narro, Dept Estadist & Calculo, Buenavista 25315, Saltillo Coah, Mexico

[2] Ctr Invest Matemat, Guanajuato 36000, GTO, Mexico

来源：

PERIODICA MATHEMATICA HUNGARICA | 2008年 / 56卷 / 02期

关键词：

random products; Birkhoff's distance; delayed process; invariant measure; law of large numbers; divisibility of a distribution; uniform differentiability of a family of characteristic functions;

D O I：

10.1007/s10998-008-6183-3

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

This note concerns the asymptotic behavior of a Markov process obtained from normalized products of independent and identically distributed random matrices. The weak convergence of this process is proved, as well as the law of large numbers and the central limit theorem.

引用

页码：183 / 211

页数：29

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