Matrix functions of the trajectories of Markov chains
Teoriâ veroâtnostej i ee primeneniâ, Tome 27 (1982) no. 2, pp. 239-246
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Asymptotic log-normality of the product of random matrices is proved in several cases. We don't suppose that the matrices are strictly positive.
@article{TVP_1982_27_2_a2,
author = {V. P. \v{C}istyakov},
title = {Matrix functions of the trajectories of {Markov} chains},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {239--246},
publisher = {mathdoc},
volume = {27},
number = {2},
year = {1982},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1982_27_2_a2/}
}
V. P. Čistyakov. Matrix functions of the trajectories of Markov chains. Teoriâ veroâtnostej i ee primeneniâ, Tome 27 (1982) no. 2, pp. 239-246. http://geodesic.mathdoc.fr/item/TVP_1982_27_2_a2/