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A limit theorem for products of free unitary operators

✍ Scribed by Vladislav Kargin

Book ID: 106137827
Publisher: Springer
Year: 2007
Tongue: English
Weight: 209 KB
Volume: 141
Category: Article
ISSN: 1432-2064
DOI: 10.1007/s00440-007-0095-9

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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.