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arXiv · 1412.7845

A three-series theorem on Lie groups

Ming Liao
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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.

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Ming Liao. 2014-12-25. A three-series theorem on Lie groups. https://arxiv.org/abs/1412.7845

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