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Random matrix products and measures on projective spaces

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Abstract

The asymptotic behavior of ‖X n X n −1…X 1υ‖ is studied for independent matrix-valued random variablesX n . The main tool is the use of auxiliary measures in projective space and the study of markov processes on projective space.

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Authors and Affiliations

  1. Institute of Mathematics, The Hebrew University of Jerasalem, Jerusalem, Israel

    H. Furstenberg & Y. Kifer

Authors
  1. H. Furstenberg
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  2. Y. Kifer
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Furstenberg, H., Kifer, Y. Random matrix products and measures on projective spaces. Israel J. Math. 46, 12–32 (1983). https://doi.org/10.1007/BF02760620

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  • DOI: https://doi.org/10.1007/BF02760620

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