Convergence in distribution of products of random matrices: a semigroup approach
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- by Arunava Mukherjea PDF
- Trans. Amer. Math. Soc. 303 (1987), 395-411 Request permission
Abstract:
The problem of weak convergence of the sequence of convolution powers of a probability measure has been considered in this paper in the general context of a noncompact semigroup and in particular, in the semigroup of nonnegative and real matrices. Semigroup methods have been used to give simple proofs of some recent results of Kesten and Spitzer in nonnegative matrices. It has been also shown that these methods often lead to similar results in the more general context of real matrices.References
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Additional Information
- © Copyright 1987 American Mathematical Society
- Journal: Trans. Amer. Math. Soc. 303 (1987), 395-411
- MSC: Primary 60B15; Secondary 60F05
- DOI: https://doi.org/10.1090/S0002-9947-1987-0896029-8
- MathSciNet review: 896029