Limiting-type theorem for conditional distributions of products of independent unimodular 2×2 matrices

S. K. Nechaev; Ya G. Sinai

doi:10.1007/BF01237360

Limiting-type theorem for conditional distributions of products of independent unimodular 2×2 matrices

S. K. Nechaev, Ya G. Sinai

Research output: Contribution to journal › Article › peer-review

19 Scopus citations

Abstract

We consider a random process which is some version of the Brownian bridge in the space SL(2, R). Under simplifying assumptions we show that the increments of this process increase as √t as in the case of the usual Brownian motion in the Euclidean space. The main results describe the limiting distribution for properly normed increments.

Original language	English (US)
Pages (from-to)	121-132
Number of pages	12
Journal	Boletim da Sociedade Brasileira de Matemática
Volume	21
Issue number	2
DOIs	https://doi.org/10.1007/BF01237360
State	Published - Sep 1991

All Science Journal Classification (ASJC) codes

General Mathematics

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10.1007/BF01237360

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abstract = "We consider a random process which is some version of the Brownian bridge in the space SL(2, R). Under simplifying assumptions we show that the increments of this process increase as √t as in the case of the usual Brownian motion in the Euclidean space. The main results describe the limiting distribution for properly normed increments.",

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AB - We consider a random process which is some version of the Brownian bridge in the space SL(2, R). Under simplifying assumptions we show that the increments of this process increase as √t as in the case of the usual Brownian motion in the Euclidean space. The main results describe the limiting distribution for properly normed increments.

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Limiting-type theorem for conditional distributions of products of independent unimodular 2×2 matrices

Abstract

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