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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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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DOI: https://doi.org/10.1007/BF01312217
Keywords
- Stochastic Process
- Probability Theory
- Stationary Solution
- Mathematical Biology
- Random Matrice