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arXiv:1412.7845 [math.PR]AbstractReferencesReviewsResources

A three-series theorem on Lie groups

Ming Liao

Published 2014-12-25Version 1

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.

Categories: math.PR
Subjects: 60B15
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