Random matrix products and measures on projective spaces

H. Furstenberg, Y. Kifer

Research output: Contribution to journalArticlepeer-review

100 Scopus citations

Abstract

The asymptotic behavior of {norm of matrix}X n X n -1...X 1υ{norm of matrix} is studied for independent matrix-valued random variables X n . The main tool is the use of auxiliary measures in projective space and the study of markov processes on projective space.

Original languageEnglish
Pages (from-to)12-32
Number of pages21
JournalIsrael Journal of Mathematics
Volume46
Issue number1-2
DOIs
StatePublished - Jun 1983
Externally publishedYes

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