Perturbations of random matrix products

Yuri Kifer

doi:10.1007/BF00537227

Perturbations of random matrix products

Yuri Kifer^*

^*Corresponding author for this work

Einstein Institute of Mathematics

Research output: Contribution to journal › Article › peer-review

24 Scopus citations

Abstract

If X₁, X₂,... are identically distributed independent random matrices with a common distribution μ then with the probability 1 the limit {Mathematical expression} exists. The paper treats the problem: is it true that Λ_μk→Λ_μ if μ_k→μ in the weak sense?

Original language	English
Pages (from-to)	83-95
Number of pages	13
Journal	Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
Volume	61
Issue number	1
DOIs	https://doi.org/10.1007/BF00537227
State	Published - Mar 1982

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Perturbations of random matrix products

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