Kolmogorov's three-series theorem on Lie groups
报告人：Ming Liao (Auburn University)
时间： 2019-05-10 10:00-11:00
地点：Room 1513, Sciences Building No. 1
Abstract: Kolmogorov's Three-series Theorem provides a necessary and sufficient condition for the almost sure convergence of a series of independent random variables in terms of the convergence of three deterministic series. We extend this result to the convergence of the infinite product of independent random variables in a Lie group, and as an application, we obtain some possibly useful results for the convergence of infinite product of independent random matrices.