Abstract
The limit of a product of independent 2 × 2 stochastic matrices is given when the entries of the first column are independent and have the same symmetric beta distribution. The rate of convergence is considered by introducing a stopping time for which asymptotics are given.
Publisher
Cambridge University Press (CUP)
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
Reference13 articles.
1. Singular behaviour of certain infinite products of random 2×2 matrices;Derrida;J. Phys.,1983
2. Limit theorems for non-commutative operations. I.
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