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On the Distribution of the Limit of Products of I.I.D. 2×2 Random Stochastic Matrices

Author

Listed:
  • A. Mukherjea

    (University of South Florida)

  • A. Nakassis

    (National Institute of Standards and Technology)

  • J. S. Ratti

    (University of South Florida)

Abstract

This article gives sufficient conditions for the limit distribution of products of i.i.d. 2×2 random stochastic matrices to be continuous singular, when the support of the distribution of the individual random matrices is finite.

Suggested Citation

  • A. Mukherjea & A. Nakassis & J. S. Ratti, 1999. "On the Distribution of the Limit of Products of I.I.D. 2×2 Random Stochastic Matrices," Journal of Theoretical Probability, Springer, vol. 12(2), pages 571-583, April.
    • Handle: RePEc:spr:jotpro:v:12:y:1999:i:2:d:10.1023_a:1021694515077
    DOI: 10.1023/A:1021694515077
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    References listed on IDEAS

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    1. A. Mukherjea & J. S. Ratti, 1997. "Continuous Singularity of the Weak Limit of Convolution Powers of a Discrete Probability Measure on 2 × 2 Stochastic Matrices," Journal of Theoretical Probability, Springer, vol. 10(2), pages 499-506, April.
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    Cited by:

    1. A. Mukherjea & A. Nakassis, 2002. "On the Continuous Singularity of the Limit Distribution of Products of I.I.D. d×d Stochastic Matrices," Journal of Theoretical Probability, Springer, vol. 15(4), pages 903-918, October.

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      Keywords

      Random matrices; limit distribution;

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