Abstract
The asymptotic behavior of {norm of matrix}X n X n -1...X 1υ{norm of matrix} is studied for independent matrix-valued random variables X n . The main tool is the use of auxiliary measures in projective space and the study of markov processes on projective space.
| Original language | English |
|---|---|
| Pages (from-to) | 12-32 |
| Number of pages | 21 |
| Journal | Israel Journal of Mathematics |
| Volume | 46 |
| Issue number | 1-2 |
| DOIs | |
| State | Published - Jun 1983 |