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Teoriya Veroyatnostei i ee Primeneniya, 1982, Volume 27, Issue 2, Pages 239–246
(Mi tvp2341)
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Matrix functions of the trajectories of Markov chains
V. P. Čistyakov Moscow
Abstract:
Asymptotic log-normality of the product of random matrices is proved in several cases. We don't suppose that the matrices are strictly positive.
Received: 03.06.1980
Citation:
V. P. Čistyakov, “Matrix functions of the trajectories of Markov chains”, Teor. Veroyatnost. i Primenen., 27:2 (1982), 239–246; Theory Probab. Appl., 27:2 (1983), 248–255
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https://www.mathnet.ru/eng/tvp2341 https://www.mathnet.ru/eng/tvp/v27/i2/p239
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Abstract page: | 223 | Full-text PDF : | 103 | First page: | 1 |
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