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Matematicheskie Zametki, 1971, Volume 10, Issue 2, Pages 181–186 (Mi mzm9702)  
Markov chains on a matrix group

I. V. Evstigneev

M. V. Lomonosov Moscow State University
Full-text PDF (712 kB)
Abstract: The limiting behavior of a sequence of products of random matrices is investigated. Certain well-known results concerning independent identically distributed matrices are translated to the case of discrete-time Markov processes.
Received: 03.06.1970
English version:
Mathematical Notes, 1971, Volume 10, Issue 2, Pages 531–534
DOI: https://doi.org/10.1007/BF01822877
Bibliographic databases:
Document Type: Article
UDC: 519.2
Language: Russian
Citation: I. V. Evstigneev, “Markov chains on a matrix group”, Mat. Zametki, 10:2 (1971), 181–186; Math. Notes, 10:2 (1971), 531–534
Citation in format AMSBIB
\Bibitem{Evs71}
\by I.~V.~Evstigneev
\paper Markov chains on a matrix group
\jour Mat. Zametki
\yr 1971
\vol 10
\issue 2
\pages 181--186
\mathnet{http://mi.mathnet.ru/mzm9702}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=288849}
\zmath{https://zbmath.org/?q=an:0239.60011}
\transl
\jour Math. Notes
\yr 1971
\vol 10
\issue 2
\pages 531--534
\crossref{https://doi.org/10.1007/BF01822877}
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