The Upper Lyapunov Exponent

  • Philippe Bougerol
  • Jean Lacroix
Part of the Progress in Probability and Statistics book series (PRPR, volume 8)


In this chapter we define the upper Lyapunov exponent γ which gives the exponential rate of growth of the norm of products of independent identically distributed (i.i.d.) random matrices. In order to prove the analogue of the law of large numbers we develop some basic results on G-spaces which will often be used in the sequel.


Probability Measure Lyapunov Exponent Random Matrice Random Matrix Exponential Rate 
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Copyright information

© Birkhäuser Boston, Inc. 1985

Authors and Affiliations

  • Philippe Bougerol
    • 1
  • Jean Lacroix
    • 2
  1. 1.UER de MathématiquesUniversité Paris 7ParisFrance
  2. 2.Département de MathématiquesUniversité de Paris XIIIVilletaneuseFrance

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