Abstract
Murray Rosenblatt’s interest in random walks on compact semigroups probably came from his work on representations of stationary processes as shifts of functions of independent random variables described in [11], where products of matrices were studied. His papers [12],[5],[13],[14] generalized the work of Lévy [2] on random walks on the circle and the work of Kawada and Itô [4] on random walks on compact groups. In [14], he also completely characterized the structure of the limit measures for the special case of compact semigrougs of n ´ n stochastic matrices.
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Davis, R.A., Lii, KS., Politis, D.N. (2011). Rosenblatt’s Contributions to Random Walks on Compact Semigroups. In: Davis, R., Lii, KS., Politis, D. (eds) Selected Works of Murray Rosenblatt. Selected Works in Probability and Statistics. Springer, New York, NY. https://doi.org/10.1007/978-1-4419-8339-8_5
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