Rates of convergence for products of random stochastic 2 × 2 matrices

Ralph Neininger
2001 Journal of Applied Probability  
Products of independent identically distributed random stochastic 2 × 2 matrices are known to converge in distribution under a trivial condition. Rates for this convergence are estimated in terms of the minimal L p -metrics and the Kolmogoroff metric and applications to convergence rates of related interval splitting procedures are discussed.
doi:10.1017/s0021900200018970 fatcat:bxahbaipfjgejnplc3cyemthou