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A limit theorem for sets of stochastic matrices

✍ Scribed by Anne Condon; Michael Saks

Book ID: 108198649
Publisher: Elsevier Science
Year: 2004
Tongue: English
Weight: 250 KB
Volume: 381
Category: Article
ISSN: 0024-3795
DOI: 10.1016/j.laa.2003.09.020

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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.