Open Access
October, 1994 Tightness of Products of I.I.D. Random Matrices. II
Arunava Mukherjea
Ann. Probab. 22(4): 2223-2234 (October, 1994). DOI: 10.1214/aop/1176988501

Abstract

In this paper, we prove a necessary and sufficient condition for tightness of products of i.i.d. finite-dimensional random real matrices. We give an example illustrating the use of our theorem and treat in more details the case of $2 \times 2$ real matrices.

Citation

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Arunava Mukherjea. "Tightness of Products of I.I.D. Random Matrices. II." Ann. Probab. 22 (4) 2223 - 2234, October, 1994. https://doi.org/10.1214/aop/1176988501

Information

Published: October, 1994
First available in Project Euclid: 19 April 2007

zbMATH: 0837.60003
MathSciNet: MR1331222
Digital Object Identifier: 10.1214/aop/1176988501

Subjects:
Primary: 60B10
Secondary: 60J15

Keywords: completely simple semigroup , random matrices , tight sequence of measures , weak convergence

Rights: Copyright © 1994 Institute of Mathematical Statistics

Vol.22 • No. 4 • October, 1994
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