Central Limit Theorem for Products of Random Matrices
نویسندگان
چکیده
منابع مشابه
Central Limit Theorem for Products of Random Matrices
Using the semigroup product formula of P. Chernoff, a central limit theorem is derived for products of random matrices. Applications are presented for representations of solutions to linear systems of stochastic differential equations, and to the corresponding partial differential evolution equations. Included is a discussion of stochastic semigroups, and a stochastic version of the Lie-Trotter...
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ژورنال
عنوان ژورنال: Transactions of the American Mathematical Society
سال: 1984
ISSN: 0002-9947
DOI: 10.2307/1999463