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On the Distribution of the Limit of Products of I.I.D 2 x 2 Random Stochastic Matrices

Published

Author(s)

A Mukherjea, Anastase Nakassis, J S. Ratti

Abstract

This article extends the results of [3] by establishing sufficient conditions for the limit distribution of products of i.i.d. 2 x 2 random stochastic matrices to be continuous singular, when the support of the distribution of the individual random matrices is finite.
Citation
Journal of Mathematical Analysis and Applications
Volume
12
Issue
2

Keywords

individual random matrices, statistical analysis, stochastic matries

Citation

Mukherjea, A. , Nakassis, A. and Ratti, J. (1999), On the Distribution of the Limit of Products of I.I.D 2 x 2 Random Stochastic Matrices, Journal of Mathematical Analysis and Applications, [online], https://tsapps.nist.gov/publication/get_pdf.cfm?pub_id=150723 (Accessed October 8, 2024)

Issues

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Created January 14, 1999, Updated October 12, 2021