Matrices of Order Two

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


We present here the main arguments we shall use for studying products of random matrices of arbitrary order, but in the case of 2 × 2 matrices. Our main interest is not the theorems in themselves and actually shorter proofs are available when dealing with 2 × 2 matrices. We rather intend to explicit in this simple situation the general approach, valid for matrices of any order. This chapter is thus introductive. Although all the results are particular cases of more general statements to be proved later, we give them in full detail for the convenience of the reader who is only interested in matrices of order 2.


Probability Measure Lyapunov Exponent Random Matrice Continuous Distribution Haar Measure 
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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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