A three-series theorem on Lie groups (Q297449)
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scientific article; zbMATH DE number 6598347
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A three-series theorem on Lie groups |
scientific article; zbMATH DE number 6598347 |
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A three-series theorem on Lie groups (English)
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27 June 2016
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Extending Kolmogorov's three-series theorem, the author obtains a necessary and sufficient condition for the convergence of products of independent elements of a Lie group. As an application, products of independent random matrices are considered. For earlier results in this direction see [\textit{V. M. Maksimov}, Mat. Sb., N. Ser. 91(133), 523--536 (1973; Zbl 0297.60008)].
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Kolmogorov's three-series theorem
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Lie group
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products of independent random matrices
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