A transient random walk on stochastic matrices with Dirichlet distributions

DOI10.1214/aop/1176988865zbMath0807.60066OpenAlexW2002546119MaRDI QIDQ1323300

Jean-François Chamayou, Gérard Letac

Publication date: 16 June 1994

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176988865

zbMATH Keywords

Dirichlet distributionproducts of random matrices

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Sums of independent random variables; random walks (60G50)

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