On the convergence of infinite products of independent random linear operators in a Hilbert space
Teoriâ veroâtnostej i ee primeneniâ, Tome 24 (1979) no. 4, pp. 808-813
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The first two theorems of the paper give simple sufficient conditions for the convergence with probability 1 of the products named in the title. The third theorem presents necessary and sufficient conditions for convergence and resembles the well-known Kolmogorov's theorem on three series.
@article{TVP_1979_24_4_a9,
author = {T. {\CYRA}. Skorohod},
title = {On the convergence of infinite products of independent random linear operators in {a~Hilbert} space},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {808--813},
year = {1979},
volume = {24},
number = {4},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1979_24_4_a9/}
}
TY - JOUR AU - T. А. Skorohod TI - On the convergence of infinite products of independent random linear operators in a Hilbert space JO - Teoriâ veroâtnostej i ee primeneniâ PY - 1979 SP - 808 EP - 813 VL - 24 IS - 4 UR - http://geodesic.mathdoc.fr/item/TVP_1979_24_4_a9/ LA - ru ID - TVP_1979_24_4_a9 ER -
T. А. Skorohod. On the convergence of infinite products of independent random linear operators in a Hilbert space. Teoriâ veroâtnostej i ee primeneniâ, Tome 24 (1979) no. 4, pp. 808-813. http://geodesic.mathdoc.fr/item/TVP_1979_24_4_a9/