Tightness of products of i.i.d. random matrices |
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| Authors: | Arunava Mukherjea |
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| Affiliation: | (1) Department of Mathematics, University of South Florida, 33620-5700 Tampa, FL, USA |
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| Abstract: | Summary In this paper we present a necessary and sufficient condition for tightness of products of i.i.d. finite dimensional random nonnegative matrices. We give an example illustrating the use of our theorem and treat completely the case of 2×2 matrices. We also describe stationary solutions of the linear equationyn=Xnyn–1, n>0, in (Rd)+, whereX1,X2,... are i.i.d.d×d nonnegative matrices. |
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