On the Continuous Singularity of the Limit Distribution of Products of I.I.D. d×d Stochastic Matrices

A. Mukherjea () and A. Nakassis
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A. Mukherjea: University of South Florida
A. Nakassis: National Institute of Standards & Technology

Journal of Theoretical Probability, 2002, vol. 15, issue 4, 903-918

Abstract: Abstract This article gives sufficient conditions for the limit distribution of products of i.i.d. d×d random stochastic matrices, d finite and ≥2, to be continuous singular, when the support of the distribution of the individual random matrices is finite or countably infinite. Proofs are based on applications of the multivariate Central Limit Theorem.

Keywords: Random matrices; limit distribution; central limit theorem (search for similar items in EconPapers)
Date: 2002
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DOI: 10.1023/A:1020636603528

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