Explicit stationary distributions for compositions of random functions and products of random matrices
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Publication:805044
DOI10.1007/BF01046992zbMath0728.60012OpenAlexW1988243855MaRDI QIDQ805044
Jean-François Chamayou, Gérard Letac
Publication date: 1991
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf01046992
Limit theorems in probability theory (60F99) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)
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Cites Work
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- Markov processes with infinitely divisible limit distributions: some examples
- Tightness of products of i.i.d. random matrices. II
- On a limit distribution
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- On a stochastic difference equation and a representation of non–negative infinitely divisible random variables
- A characterization of the gamma distribution
- Products of 2 × 2 stochastic matrices with random entries
- A new class of markov processes for image encoding
- A characterization of the generalized inverse Gaussian distribution by continued fractions
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