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Teoriya Veroyatnostei i ee Primeneniya, 1977, Volume 22, Issue 1, Pages 164–169 (Mi tvp3170)  

This article is cited in 4 scientific papers (total in 4 papers)

Short Communications

Limit theorems for products of independent triangular matrices

L. A. Kalenskiĭ

Moscow
Full-text PDF (381 kB) Citations (4)
Abstract: The aim of the present paper is to study the limit distribution for the complete group of triangular matrices with non-negative elements on the diagonal.
It is shown, that the distribution of the properly normalized product Gn converges weakly to the distribution of Wl, where Wl is the triangular matrix elements of which are some functionals of an l-dimensional Wiener process.
An explicit form of the probability density is obtained in the case of random matrices 2×2. The probability density of the maximum of some stationary process is also obtained.
Received: 09.07.1974
Revised: 07.06.1976
English version:
Theory of Probability and its Applications, 1977, Volume 22, Issue 1, Pages 160–166
DOI: https://doi.org/10.1137/1122017
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: L. A. Kalenskiǐ, “Limit theorems for products of independent triangular matrices”, Teor. Veroyatnost. i Primenen., 22:1 (1977), 164–169; Theory Probab. Appl., 22:1 (1977), 160–166
Citation in format AMSBIB
\Bibitem{Kal77}
\by L.~A.~Kalenski{\v\i}
\paper Limit theorems for products of independent triangular matrices
\jour Teor. Veroyatnost. i Primenen.
\yr 1977
\vol 22
\issue 1
\pages 164--169
\mathnet{http://mi.mathnet.ru/tvp3170}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=443041}
\zmath{https://zbmath.org/?q=an:0374.60032}
\transl
\jour Theory Probab. Appl.
\yr 1977
\vol 22
\issue 1
\pages 160--166
\crossref{https://doi.org/10.1137/1122017}
Linking options:
  • https://www.mathnet.ru/eng/tvp3170
  • https://www.mathnet.ru/eng/tvp/v22/i1/p164
  • This publication is cited in the following 4 articles:
    1. A. Grincevičius, “On the joint limit distribution of normalized elements of products of random triangular matrices of the third order”, Lith Math J, 32:4 (1992), 371  crossref
    2. A. Grincevičius, “Transformations preserving a Wiener measure”, Lith Math J, 22:3 (1982), 255  crossref
    3. V. L. Girko, “Limit theorems for products of independent random matrices with positive elements”, Theory Probab. Appl., 27:4 (1983), 837–844  mathnet  mathnet  crossref  isi
    4. G. Š. Lev, “On the distribution of the absorption moment for semimarkov multiplication process”, Theory Probab. Appl., 24:4 (1980), 876–882  mathnet  mathnet  crossref  isi
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Теория вероятностей и ее применения Theory of Probability and its Applications
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