Summary
If X 1, X 2,... are identically distributed independent random matrices with a common distribution μ then with the probability 1 the limit
exists. The paper treats the problem: is it true that Λ µk →Λ µ if µ k→µ in the weak sense?
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Supported by a grant from the United States-Israel Binational Science Foundation (BSF), Jerusalem, Israel. AMS Subject classification: 60B15.
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Kifer, Y. Perturbations of random matrix products. Z. Wahrscheinlichkeitstheorie verw Gebiete 61, 83–95 (1982). https://doi.org/10.1007/BF00537227
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DOI: https://doi.org/10.1007/BF00537227