Central Limit Theorems for the Products of Random Matrices Sampled by a Random Walk

Frédérique Duheille-Bienvenue (Université Claude Bernard - Lyon 1)
Nadine Guillotin-Plantard (Université Claude Bernard - Lyon 1)

Abstract


The purpose of the present paper is to study the asymptotic behaviour of the products of random matrices indexed by a random walk following the results obtained by Furstenberg and Kesten (MR53:14670) and by Ishitani (MR 53:14670).

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Pages: 43-50

Publication Date: April 12, 2003

DOI: 10.1214/ECP.v8-1068

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