| Autor: | Anastase Nakassis, Arunava Mukherjea |
|---|---|
| Rok vydání: | 2002 |
| Předmět: |
Statistics and Probability
Independent and identically distributed random variables Pure mathematics Distribution (number theory) Limit distribution General Mathematics Mathematical analysis Mathematical proof Singularity Countable set Statistics Probability and Uncertainty Random matrix Central limit theorem Mathematics |
| Zdroj: | Journal of Theoretical Probability. 15:903-918 |
| ISSN: | 0894-9840 |
| DOI: | 10.1023/a:1020636603528 |
| Popis: | 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. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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