Tightness of products of iid random matrices

DOI10.1007/BF01312217zbMath0691.60007MaRDI QIDQ582674

Arunava Mukherjea

Publication date: 1991

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

zbMATH Keywords

condition for tightness of products of iid finite-dimensional random non- negative matrices

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)

Related Items (2)

Convergence in distribution of products of \(d\times{}d\) random matrices ⋮ Almost sure convergence of solutions to non-homogeneous stochastic difference equation

Cites Work

• A note on products of random matrices
• Recurrent random walks and invariant measures on semigroups of \(n\times n\) matrices
• Tightness of products of random matrices and stability of linear stochastic systems
• Convergence in distribution of products of random matrices
• Convergence in Distribution of Products of Random Matrices: A Semigroup Approach
• On the Continuity of the Distribution of a Sum of Dependent Variables Connected with Independent Walks on Lines
• Remarks on the kernel of a matrix semigroup

This page was built for publication: Tightness of products of iid random matrices