Products of random matrices: Dimension and growth in norm
Kargin, Vladislav
Original · EN
Suppose that X₁,..,Xₙ,.. are i.i.d. rotationally invariant N-by-N matrices. Let Πₙ=Xₙ.. X₁. It is known that n⁻¹ |Πₙ| converges to a nonrandom limit. We prove that under certain additional assumptions on matrices Xᵢ the speed of convergence to this limit does not decrease when the size of matrices, N, grows.
English translation
This paper has no Arabic translation yet. Be the first: it takes a few seconds, and the result is stored for every future reader.