Markov chains on a matrix group
Matematičeskie zametki, Tome 10 (1971) no. 2, pp. 181-186
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The limiting behavior of a sequence of products of random matrices is investigated. Certain well-known results concerning independent identically distributed matrices are translated to the case of discrete-time Markov processes.
@article{MZM_1971_10_2_a7,
author = {I. V. Evstigneev},
title = {Markov chains on a matrix group},
journal = {Matemati\v{c}eskie zametki},
pages = {181--186},
year = {1971},
volume = {10},
number = {2},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/MZM_1971_10_2_a7/}
}
I. V. Evstigneev. Markov chains on a matrix group. Matematičeskie zametki, Tome 10 (1971) no. 2, pp. 181-186. http://geodesic.mathdoc.fr/item/MZM_1971_10_2_a7/