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Teoriya Veroyatnostei i ee Primeneniya, 1969, Volume 14, Issue 2, Pages 319–326
(Mi tvp1177)
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This article is cited in 22 scientific papers (total in 22 papers)
Short Communications
Some theorems of the strong-law-of-large-numbers type
V. N. Tutubalin Moscow
Abstract:
Let $G$ be the $SL(m)$, $U$ the $S\mathscr O(m)$, $\Gamma$ the diagonal subgroup of $U$ and $X=U/\Gamma$. Consider a sequence $g_1,\dots,g_n,\dots$ of independent identically distributed random elements of $G$. Let
$$
g(n)=g_1g_2\dots g_n=x(n)d(n)u(n),
$$
where $x(n)\in X$, $u(n)\in U$ and $d(n)=\operatorname{diag}(e^{t_1(n)},\dots,e^{t_m(n)})$, $t_1(n)<\dots<t_m(n)$. Under some condition on the distribution of $g_i$ the following theorems are proved:
1) there exist real numbers $a_1<a_2<\dots<a_m$ such that, with probability 1,
$$
\frac1nt_k(n)\to a_k,\quad k=1,\dots,m;
$$
2) with probability 1, $x(n)\to x(\infty)$, where $x(\infty)$ is a random element of $X$.
Received: 27.02.1968
Citation:
V. N. Tutubalin, “Some theorems of the strong-law-of-large-numbers type”, Teor. Veroyatnost. i Primenen., 14:2 (1969), 319–326; Theory Probab. Appl., 14:2 (1969), 313–319
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https://www.mathnet.ru/eng/tvp1177 https://www.mathnet.ru/eng/tvp/v14/i2/p319
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