An asymptotic representation for products of random matrices
type: Item
instance of: scholarly article
title: An asymptotic representation for products of random matrices
zbMATH Open document ID: 0576.60025
DOI: 10.1016/0304-4149(85)90217-0
published in: Stochastic Processes and their Applications
publication date: 1985-01-01T00:00:00Z
review text: In this paper the author proves a representation theorem and a version of the law of the iterated logarithm for a stationary ergodic sequence of non-negative matrices. The paper is very much based on ideas from the classical paper ''Products of random matrices'', Ann. Math. Stat. 31, 457- 469 (1960; Zbl 0137.355) by \textit{H. Furstenberg} and \textit{H. Kesten}. The author does not seem to be aware of the fact that a version of the law of the iterated logarithm was proved for independent \(n\times n\) matrices, not necessarily non-negative, by \textit{E. Le Page}, Probability measures on groups, Proc. 6th Conf., Oberwolfach 1981, Lect. Notes Math. 928, 258-303 (1982; Zbl 0506.60019).
Mathematics Subject Classification ID: 60F15
Mathematics Subject Classification ID: 60K99
zbMATH DE Number: 3921620
zbMATH Keywords: products of random matrices
zbMATH Keywords: law of the iterated logarithm
zbMATH Keywords: stationary ergodic sequence
author: Christopher C. Heyde
reviewed by: Thomas Kaijser
MaRDI profile type: Publication
full work available at URL: 0304-4149(85)90217-0
OpenAlex ID: W1995401271
cites work: Products of Random Matrices
cites work: On products of non-negative matrices
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description: scientific article; zbMATH DE number 3921620