Rates of Convergence for Products of Random Stochastic 2× 2 Matrices
نویسنده
چکیده
Products of independent identically distributed random stochastic 2 × 2 matrices are known to converge in distribution under a trivial condition. Rates for this convergence are estimated in terms of the minimal Lp-metrics and the Kolmogorov metric and applications to convergence rates of related interval splitting procedures are discussed. AMS subject classifications. Primary: 60F05; secondary: 60D05, 60E05.
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