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2003 Central Limit Theorems for the Products of Random Matrices Sampled by a Random Walk
Frédérique Duheille-Bienvenue, Nadine Guillotin-Plantard
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Electron. Commun. Probab. 8: 43-50 (2003). DOI: 10.1214/ECP.v8-1068

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 (MR0121828) and by Ishitani (MR0438475).

Citation

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Frédérique Duheille-Bienvenue. Nadine Guillotin-Plantard. "Central Limit Theorems for the Products of Random Matrices Sampled by a Random Walk." Electron. Commun. Probab. 8 43 - 50, 2003. https://doi.org/10.1214/ECP.v8-1068

Information

Accepted: 12 April 2003; Published: 2003
First available in Project Euclid: 18 May 2016

zbMATH: 1061.60017
MathSciNet: MR1987099
Digital Object Identifier: 10.1214/ECP.v8-1068

Subjects:
Primary: 15A52
Secondary: 60F05 , 60G50 , 60J10 , 60J15

Keywords: Functional limit theorem , Random matrix , Random scenery , Random walk

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