随机矩阵乘积的尾概率(英文)

On Tail Probability of Products of Random Matrices

在一定条件下,本文给出了一列正随机矩阵乘积的尾概率估计,它以指数的速度消失;然后,在一维的情形,基于更新过程的残差等待时间的拉普拉斯变换,建立了极限常数的两种不同形式表达式之间的联系.

In this paper,we give the tail probability estimate for the products of a sequence of positive i. i. d. random matrices. It decays with exponential rate. Moreover, in one dimensional case, based on the Laplace transform of the residual waiting time of a renewal process,we set up the connections between the two different forms of the limiting constant.