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Tightness of products of i.i.d. random matrices
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  • Published: September 1991

Tightness of products of i.i.d. random matrices

  • Arunava Mukherjea1 

Probability Theory and Related Fields volume 87, pages 389–401 (1991)Cite this article

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Summary

In this paper we present a necessary and sufficient condition for tightness of products of i.i.d. finite dimensional random nonnegative matrices. We give an example illustrating the use of our theorem and treat completely the case of 2×2 matrices. We also describe stationary solutions of the linear equationy n=Xnyn−1, n>0, in (R d)+, whereX 1,X 2,... are i.i.d.d×d nonnegative matrices.

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References

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Authors and Affiliations

  1. Department of Mathematics, University of South Florida, 33620-5700, Tampa, FL, USA

    Arunava Mukherjea

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  1. Arunava Mukherjea
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Cite this article

Mukherjea, A. Tightness of products of i.i.d. random matrices. Probab. Th. Rel. Fields 87, 389–401 (1991). https://doi.org/10.1007/BF01312217

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  • Received: 12 November 1989

  • Revised: 15 May 1990

  • Issue Date: September 1991

  • DOI: https://doi.org/10.1007/BF01312217

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Keywords

  • Stochastic Process
  • Probability Theory
  • Stationary Solution
  • Mathematical Biology
  • Random Matrice
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