Tightness of products of iid random matrices
type: Item
instance of: scholarly article
title: Tightness of products of iid random matrices
zbMATH Open document ID: 0691.60007
DOI: 10.1007/BF01312217
author: A. Mukherjea
publication date: 1991-01-01T00:00:00Z
review text: We present a necessary and sufficient condition for tightness of products of iid finite-dimensional random non-negative matrices. We give an example illustrating the use of our theorem and treat completely the case of \(2\times 2\) matrices. We also describe stationary solutions of the linear equation \(y_ n=X_ ny_{n-1}\), \(n>0\), in \((R^ d)^+\), where \(X_ 1,X_ 2,..\). are iid \(d\times d\) non-negative matrices.
Mathematics Subject Classification ID: 60B15
Mathematics Subject Classification ID: 60B10
zbMATH DE Number: 4131334
zbMATH Keywords: condition for tightness of products of iid finite-dimensional random non- negative matrices
reviewed by: A. Mukherjea
MaRDI profile type: Publication
cites work: Tightness of products of random matrices and stability of linear stochastic systems
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published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
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description: scientific article; zbMATH DE number 4131334