| 随机矩阵乘积的尾概率 |
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| 引用本文： | 王华明.随机矩阵乘积的尾概率[J].应用数学,2011,24(3). |
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| 作者姓名： | 王华明 |
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| 作者单位： | 北京联合大学商务学院,北京,100025 |
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| 基金项目： | Supported by the Fundation of BUU(ZK201005X) |
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| 摘 要： | 在一定条件下,本文给出了一列正随机矩阵乘积的尾概率估计,它以指数的速度消失；然后,在一维的情形,基于更新过程的残差等待时间的拉普拉斯变换,建立了极限常数的两种不同形式表达式之间的联系.
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| 关 键 词： | 随机矩阵 更新过程 尾概率 |
On Tail Probability of Products of Random Matrices |
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| WANG Huaming.On Tail Probability of Products of Random Matrices[J].Mathematica Applicata,2011,24(3). |
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| Authors: | WANG Huaming |
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| Institution: | WANG Huaming(Business College,Beijing Union University,Beijing100025,China) |
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| Abstract: | In this paper,we give the tail probability esti mate for the products of a sequence of positive i.i.d.random matrices.It decays with exponential rate.Moreover,in one dimensional case,based on the Laplace transformof the residual waiting time of a renewal process,we set up the connections between the two different forms of the limiting constant. |
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| Keywords: | Random matrix Renewal process Tail probability |
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