Title of article :
On the Continuous Singularity of the Limit Distribution of Products of I.I.D. d*d Stochastic Matrices
Author/Authors :
Mukherjea، A. نويسنده , , Nakassis، A. نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2002
Abstract :
This article gives sufficient conditions for the limit distribution of products of i.i.d. d*d random stochastic matrices, d finite and >=2, to be continuous singular, when the support of the distribution of the individual random matrices is finite or countably infinite. Proofs are based on applications of the multivariate Central Limit Theorem.
Keywords :
Random matrices , Central limit theorem , Limit distribution
Journal title :
JOURNAL OF THEORETICAL PROBABILITY
Journal title :
JOURNAL OF THEORETICAL PROBABILITY