SFB 303 Discussion Paper No. B-227

Author: Schürger, Klaus
Title: A Limit Theorem for Random Matrices with a Multiparameter
Abstract: Based on multiparameter subadditive ergodic theorems of Akcoglu and Krengel (1981) and Schürger (1988) we derive an almost sure limit theorem for families of random matrices with a multiparameter which satisfy a supermultiplicativity condition. This extends results of Fürstenberg and Kesten (1960) and Kingman (1973, 1976) to the multiparameter case. It turns out that a Borel-Cantelli argument in Kingman (1973, 1976) has to be replaced by a projection argument involving subadditive processes with lower dimensional indices.
Keywords: law of large numbers, products of random matrices, subadditive processes, ergodic theory
JEL-Classification-Number: 213
Creation-Date: 15.11.1992
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