On the Distribution of the Limit of Products of I.I.D. 2×2 Random Stochastic Matrices

被引：0

作者：

A. Mukherjea

A. Nakassis

J. S. Ratti

机构：

[1] University of South Florida,Department of Mathematics

[2] National Institute of Standards and Technology,undefined

来源：

Journal of Theoretical Probability | 1999年 / 12卷

关键词：

Random matrices; limit distribution;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

This article gives sufficient conditions for the limit distribution of products of i.i.d. 2×2 random stochastic matrices to be continuous singular, when the support of the distribution of the individual random matrices is finite.

引用

页码：571 / 583

页数：12

共 7 条

[1]

Dhar S.(1999)A nonlinear functional equation arising from the convolution iterates of a probability measure on 2 × 2 stochastic matrices J. Nonlinear Analysis 36 151-176

[2]

Mukherjea A.(1997)Continuous singularity of the weak limit of the convolution powers of a discrete probability measure on 2 × 2 stochastic matrices J. Theor. Prob. 10 499-506

[3]

Ratti J. S.(1979)Limit behavior of the convolution iterates of a probability measure on a semigroup of matrices J. Math. Anal. Appl. 70 337-347

[4]

Mukherjea A.(1975)Limits of convolutions of probability measures on the set of 2 × 2 stochastic matrices Bull. Inst. Math. 3 235-248

[5]

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[6]

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[7]

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