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Let be a convex combination space as defined by Terán and Molchanov [13]. By using their definition of mathematical expectation of an -valued random variable, we state several new variants of strong laws of large numbers for double arrays of integrable -valued random variables under various assumptions. Some related results in the literature are extended.

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This note concerns the asymptotic behavior of a Markov process obtained from normalized products of independent and identically distributed random matrices. The weak convergence of this process is proved, as well as the law of large numbers and the central limit theorem.

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