A three-series theorem on Lie groups
Probability
2014-12-30 v1
Abstract
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.
Cite
@article{arxiv.1412.7845,
title = {A three-series theorem on Lie groups},
author = {Ming Liao},
journal= {arXiv preprint arXiv:1412.7845},
year = {2014}
}