Abstract:
The first two theorems of the paper give simple sufficient conditions for the convergence with probability 1 of the products named in the title. The third theorem presents necessary and sufficient conditions for convergence and resembles the well-known Kolmogorov's theorem on three series.
Citation:
T. А. Skorohod, “On the convergence of infinite products of independent random linear operators in a Hilbert space”, Teor. Veroyatnost. i Primenen., 24:4 (1979), 808–813; Theory Probab. Appl., 24:4 (1980), 809–813
\Bibitem{Sko79}
\by T.~А.~Skorohod
\paper On the convergence of infinite products of independent random linear operators in a~Hilbert space
\jour Teor. Veroyatnost. i Primenen.
\yr 1979
\vol 24
\issue 4
\pages 808--813
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\transl
\jour Theory Probab. Appl.
\yr 1980
\vol 24
\issue 4
\pages 809--813
\crossref{https://doi.org/10.1137/1124092}
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Linking options:
https://www.mathnet.ru/eng/tvp2899
https://www.mathnet.ru/eng/tvp/v24/i4/p808
This publication is cited in the following 1 articles:
A. V. Skorokhod, “Products of independent random operators”, Russian Math. Surveys, 38:4 (1983), 291–318