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Central Limit Theorems for the Products of Random Matrices Sampled by a Random Walk
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Frédér Duheille-Bienvenue, Université Claude Bernard - Lyon 1
Nadine Guillotin-Plantard, Université Claude Bernard - Lyon 1
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Abstract
The purpose of the present paper is to study the asymptotic behaviour of the products of random matrices indexed by
a random walk following the results obtained by Furstenberg and Kesten (MR53:14670)
and by Ishitani (MR 53:14670).
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Full text: PDF
Pages: 43-50
Published on: April 12, 2003
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Electronic Communications in Probability. ISSN: 1083-589X |
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Context