In this paper, we prove a necessary and sufficient condition for tightness of products of i.i.d. finite-dimensional random real matrices. We give an example illustrating the use of our theorem and treat in more details the case of $2 \times 2$ real matrices.
Publié le : 1994-10-14
Classification:
Random matrices,
weak convergence,
tight sequence of measures,
completely simple semigroup,
60B10,
60J15
@article{1176988501,
author = {Mukherjea, Arunava},
title = {Tightness of Products of I.I.D. Random Matrices. II},
journal = {Ann. Probab.},
volume = {22},
number = {4},
year = {1994},
pages = { 2223-2234},
language = {en},
url = {http://dml.mathdoc.fr/item/1176988501}
}
Mukherjea, Arunava. Tightness of Products of I.I.D. Random Matrices. II. Ann. Probab., Tome 22 (1994) no. 4, pp. 2223-2234. http://gdmltest.u-ga.fr/item/1176988501/