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Teoriya Veroyatnostei i ee Primeneniya, 1977, Volume 22, Issue 1, Pages 164–169 (Mi tvp3170)  

This article is cited in 4 scientific papers (total in 4 papers)

Short Communications

Limit theorems for products of independent triangular matrices

L. A. Kalenskiĭ

Moscow
Full-text PDF (381 kB) Citations (4)
Abstract: The aim of the present paper is to study the limit distribution for the complete group of triangular matrices with non-negative elements on the diagonal.
It is shown, that the distribution of the properly normalized product $G_n$ converges weakly to the distribution of $W^l$, where $W^l$ is the triangular matrix elements of which are some functionals of an $l$-dimensional Wiener process.
An explicit form of the probability density is obtained in the case of random matrices $2\times 2$. The probability density of the maximum of some stationary process is also obtained.
Received: 09.07.1974
Revised: 07.06.1976
English version:
Theory of Probability and its Applications, 1977, Volume 22, Issue 1, Pages 160–166
DOI: https://doi.org/10.1137/1122017
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: L. A. Kalenskiǐ, “Limit theorems for products of independent triangular matrices”, Teor. Veroyatnost. i Primenen., 22:1 (1977), 164–169; Theory Probab. Appl., 22:1 (1977), 160–166
Citation in format AMSBIB
\Bibitem{Kal77}
\by L.~A.~Kalenski{\v\i}
\paper Limit theorems for products of independent triangular matrices
\jour Teor. Veroyatnost. i Primenen.
\yr 1977
\vol 22
\issue 1
\pages 164--169
\mathnet{http://mi.mathnet.ru/tvp3170}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=443041}
\zmath{https://zbmath.org/?q=an:0374.60032}
\transl
\jour Theory Probab. Appl.
\yr 1977
\vol 22
\issue 1
\pages 160--166
\crossref{https://doi.org/10.1137/1122017}
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  • https://www.mathnet.ru/eng/tvp/v22/i1/p164
  • This publication is cited in the following 4 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Теория вероятностей и ее применения Theory of Probability and its Applications
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