Random matrix products and measures on projective spaces
- Cite this article as:
- Furstenberg, H. & Kifer, Y. Israel J. Math. (1983) 46: 12. doi:10.1007/BF02760620
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The asymptotic behavior of ‖XnXn−1…X1υ‖ is studied for independent matrix-valued random variablesXn. The main tool is the use of auxiliary measures in projective space and the study of markov processes on projective space.