文章基本信息

标题：Central Limit Theorems for the Products of Random Matrices Sampled by a Random Walk
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作者：Duheille-Bienvenue, Frédérique ; Guillotin-Plantard, Nadine
期刊名称：Electronic Communications in Probability
印刷版ISSN：1083-589X
出版年度：2003
卷号：8
页码：43-50
DOI：10.1214/ECP.v8-1068
出版社：Electronic Communications in Probability
摘要：The purpose of the present paper is to study the asymptotic behaviour of the products of random matrices indexed by a random walk following the results obtained by Furstenberg and Kesten (MR53:14670) and by Ishitani (MR 53:14670).
关键词：Random Walk, Random Matrix, Random Scenery, Functional limit theorem;15A52, 60G50, 60J10, 60J15, 60F05.