Functional central limit theorems and their associated large deviation principles for products of random matrices |
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Authors: | Joseph C Watkins |
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Institution: | (1) Department of Mathematics, University of Southern California, 90089-1113 Los Angeles, CA, USA |
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Abstract: | Summary This paper establishes a functional central limit theorem for a product of random matrices. The sequence of matrices form a stationary process which is a -mixing. The individual matrices in the product become closer and closer to the identity matrix with longer and longer products. In addition, these perturbations from the identity matrix have mean zero. A large deviation principle for the limit process is proved. |
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