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Products of 2 × 2 stochastic matrices with random entries

Published online by Cambridge University Press:  24 August 2016

Walter Van Assche
Walter Van Assche*
Affiliation:
Katholieke Universiteit Leuven
*
∗Postal address: Katholieke Universiteit Leuven, Departement Wiskunde, Celestijnenlaan 200B, B-3030 Heverlee, Belgium.
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Abstract

The limit of a product of independent 2 × 2 stochastic matrices is given when the entries of the first column are independent and have the same symmetric beta distribution. The rate of convergence is considered by introducing a stopping time for which asymptotics are given.

Keywords

LIMITS OF CONVOLUTIONSRATE OF CONVERGENCE
Type
Short Communications
Information
Journal of Applied Probability , Volume 23 , Issue 4 , December 1986 , pp. 1019 - 1024
Copyright
Copyright © Applied Probability Trust 1986 

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Footnotes

The author is a research assistant of the Belgian National Fund for Scientific Research.

References

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