An asymptotic representation for products of random matrices (Q1064654)

From MaRDI portal





scientific article; zbMATH DE number 3921620
Language Label Description Also known as
English
An asymptotic representation for products of random matrices
scientific article; zbMATH DE number 3921620

    Statements

    An asymptotic representation for products of random matrices (English)
    0 references
    1985
    0 references
    In this paper the author proves a representation theorem and a version of the law of the iterated logarithm for a stationary ergodic sequence of non-negative matrices. The paper is very much based on ideas from the classical paper ''Products of random matrices'', Ann. Math. Stat. 31, 457- 469 (1960; Zbl 0137.355) by \textit{H. Furstenberg} and \textit{H. Kesten}. The author does not seem to be aware of the fact that a version of the law of the iterated logarithm was proved for independent \(n\times n\) matrices, not necessarily non-negative, by \textit{E. Le Page}, Probability measures on groups, Proc. 6th Conf., Oberwolfach 1981, Lect. Notes Math. 928, 258-303 (1982; Zbl 0506.60019).
    0 references
    products of random matrices
    0 references
    law of the iterated logarithm
    0 references
    stationary ergodic sequence
    0 references

    Identifiers