A central limit theorem for normalized products of random matrices (Q2390146)

Motivated by the study of ergodic properties of dynamical systems, the analysis of the asymptotic behavior of products of random matrices can be traced back, at least, to the early sixties [cf. \textit{H. Furstenberg and H. Kesten}, Ann. Math. Stat. 31, 457--469 (1960; Zbl 0137.35501)]. In the recent years, applications of products of random matrices in statistical physics, chaotic dynamical systems, filtering and Schrödinger operators have motivated a deep study of this theory. This paper concerns the asymptotic behavior of a Markov process obtained from normalized products of independent and identically distributed random matrices. The weak convergence of this process is proved, as well as the law of large numbers and the central limit theorem.