Limit laws for random matrix products

Abstract: In this short note, we study the behaviour of a product of matrices with a simultaneous renormalization. Namely, for any sequence

(A_{n})_{n i n m a t h b b N}

of

d i m e s d

complex matrices whose mean

A

exists and whose norms' means are bounded, the product

l e f t (I_{d} + f r a c 1 n A_{0} i g h t) d o t s l e f t (I_{d} + f r a c 1 n A_{n - 1} i g h t)

converges towards

e x p A

. We give a dynamical version of this result as well as an illustration with an example of "random walk" on horocycles of the hyperbolic disc.

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