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1999 SOME UNIFORM ESTIMATES IN PRODUCTS OF RANDOM MATRICES
Jhishen Tsay
Taiwanese J. Math. 3(3): 291-302 (1999). DOI: 10.11650/twjm/1500407129

Abstract

For each product of random matrices, there associated an invariant measure on the projective space. The convergence to the invariant measure is exponentially fast. In this paper we give uniform estimates on the exponential convergence when the distribution of the random matrices depends on a compact set of parameters.

Citation

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Jhishen Tsay. "SOME UNIFORM ESTIMATES IN PRODUCTS OF RANDOM MATRICES." Taiwanese J. Math. 3 (3) 291 - 302, 1999. https://doi.org/10.11650/twjm/1500407129

Information

Published: 1999
First available in Project Euclid: 18 July 2017

zbMATH: 0941.60017
MathSciNet: MR1705982
Digital Object Identifier: 10.11650/twjm/1500407129

Subjects:
Primary: 60B15 , 60F99

Keywords: invariant measure , Lyapunov exponent , Random matrix

Rights: Copyright © 1999 The Mathematical Society of the Republic of China

Vol.3 • No. 3 • 1999
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