Kolmogorov's three-series theorem on the real line is a basic result in a graduate course on probability and is used to prove Kolmogorov's strong law of large numbers. Its extensions to more general spaces have been explored in literature. In this talk, we will present an extension of the three-series theorem to a general Lie group. Our result is in more close analogy with the classical result and will be applied to study the convergence of products of independent random matrices.

海报