Some Limit Theorems Regarding Products of Random Matrices I: Directional Derivative of the Lyapunov Exponent

Fan Wang

Given an i.i.d. sequence $\{A_n(\omega ){\}}_{n\ge 1}$ of invertible matrices and a random matrix $B(\omega )$, we consider the random matrix sequences inductively defined by $S_n(ω) = A_n(ω)S_{…