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Rates of convergence for products of random stochastic 2 × 2 matrices

Part of: Limit theorems Distribution theory - Probability Geometric probability and stochastic geometry

Published online by Cambridge University Press:  14 July 2016

Ralph Neininger
Ralph Neininger*
Affiliation:
Albert-Ludwigs-Universität Freiburg
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Abstract

Products of independent identically distributed random stochastic 2 × 2 matrices are known to converge in distribution under a trivial condition. Rates for this convergence are estimated in terms of the minimal Lp-metrics and the Kolmogoroff metric and applications to convergence rates of related interval splitting procedures are discussed.

Keywords

Random stochastic matrixrate of convergenceKolmogoroff metricrandom walkinterval splitting

MSC classification

Primary: 60F05: Central limit and other weak theorems
Secondary: 60D05: Geometric probability and stochastic geometry 60E05: Distributions
Type
Short Communications
Information
Journal of Applied Probability , Volume 38 , Issue 3 , September 2001 , pp. 799 - 806
Copyright
Copyright © by the Applied Probability Trust 2001 

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