Rates of convergence for products of random stochastic 2 × 2 matrices
Ralph Neininger
Source: J. Appl. Probab. Volume 38, Number 3
(2001), 799-806.
Abstract
Products of independent identically distributed random stochastic 2 × 2 matrices are known to converge in distribution under a trivial condition. Rates for this convergence are estimated in terms of the minimal Lp-metrics and the Kolmogoroff metric and applications to convergence rates of related interval splitting procedures are discussed.
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Keywords: Random stochastic matrix; rate of convergence; Kolmogoroff metric; random walk; interval splitting
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Links and Identifiers
Permanent link to this document: http://projecteuclid.org/euclid.jap/1005091045
Digital Object Identifier: doi:10.1239/jap/1005091045
Mathematical Reviews number (MathSciNet): MR1860219
Journal of Applied Probability
