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This article is cited in 6 scientific papers (total in 6 papers)
Conditional limit theorem for products of random matrices
A. V. Letchikov M. V. Lomonosov Moscow State University
Abstract:
Products of independent random matrices with identical densities with respect to the Haar measure on the group of unimodular matrices $\operatorname{SL}(m,\mathbb R)$ are considered. With the standard normalization, the conditional distributions of such products, given that these products belong to some compactum, are shown to converge weakly to the distributions of the Brownian bridge.
Received: 13.10.1994
Citation:
A. V. Letchikov, “Conditional limit theorem for products of random matrices”, Mat. Sb., 186:3 (1995), 65–84; Sb. Math., 186:3 (1995), 371–389
Linking options:
https://www.mathnet.ru/eng/sm22https://doi.org/10.1070/SM1995v186n03ABEH000022 https://www.mathnet.ru/eng/sm/v186/i3/p65
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Abstract page: | 353 | Russian version PDF: | 123 | English version PDF: | 13 | References: | 58 | First page: | 1 |
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