A three-series theorem on Lie groups

作者:Liao Ming*
来源:Annales de l Institut Henri Poincare-Probabilites et Statistiques, 2016, 52(2): 726-734.
DOI:10.1214/14-AIHP649

摘要

We obtain a necessary and sufficient condition for the convergence of independent products on Lie groups, as a natural extension of Kolmogorov's three-series theorem. Application to independent random matrices is discussed.

  • 出版日期2016-5

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