A matrix Kronecker lemma

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Anderson, Brian D.O.
Moore, John B.

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We show that a standard tool of probability theory, the Kronecker lemma, has matrix generalizations, but that one of these matrix generalizations is unsatisfactory, to the extent that unless certain extra conditions are placed on the matrix sequence appearing in the lemma statement, the lemma may fail to be true.

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Linear Algebra and Its Applications

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