An asymptotic representation for products of random matrices

Stochastic Processes and their Applications - Tập 20 - Trang 307-314 - 1985
C.C. Heyde1
1Department of Statistics, University of Melbourne, Parkville, Vic. 3052 Australia

Tài liệu tham khảo

Furstenberg, 1960, Products of random matrices, Ann. Math. Statist., 31, 457, 10.1214/aoms/1177705909 Hajnal, 1976, On products of non-negative matrices, Math. Proc. Cambridge Philos. Soc., 79, 521, 10.1017/S030500410005252X Hall, 1980 Hannan, 1970 Heyde, 1985, Confidence intervals for demographic projections based on products of random matrices, Theor. Popul. Biol., 10.1016/0040-5809(85)90007-3 Kingman, 1972 Seneta, 1981 Stout, 1974