Some uniform estimates in products of random matrices

Authors
Citation
J. Tsay, Some uniform estimates in products of random matrices, TAIWAN J M, 3(3), 1999, pp. 291-302
Citations number
10
Categorie Soggetti
Mathematics
Journal title
TAIWANESE JOURNAL OF MATHEMATICS
ISSN journal
10275487 → ACNP
Volume
3
Issue
3
Year of publication
1999
Pages
291 - 302
Database
ISI
SICI code
1027-5487(199909)3:3<291:SUEIPO>2.0.ZU;2-#
Abstract
For each product of random matrices, there associated an invariant measure on the projective space. The convergence to the invariant measure is expone ntially fast; In this paper we give uniform estimates on the exponential co nvergence when the distribution of the random matrices depends on a compact set of parameters.