Functional central limit theorems and their associated large deviation principles for products of random matrices

DOI10.1007/BF00319982zbMath0628.60018MaRDI QIDQ1093237

Joseph C. Watkins

Publication date: 1987

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

large deviation principlemartingale problemsproducts of random matricesuniformly mixing stationary sequence

Mathematics Subject Classification ID

Large deviations (60F10) Functional limit theorems; invariance principles (60F17) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)

Cites Work

• Central Limit Theorem for Products of Random Matrices
• Products of Random Matrices
• Noncommuting Random Products
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Functional central limit theorems and their associated large deviation principles for products of random matrices