MathOverflow is a question and answer site for professional mathematicians. Join them; it only takes a minute:

Sign up
Here's how it works:
  1. Anybody can ask a question
  2. Anybody can answer
  3. The best answers are voted up and rise to the top

For a long time the standard (though not the easiest to find) reference on random matrix products was Bougerol and Lacrois:

Bougerol, Philippe, and Jean Lacroix. Products of random matrices with applications to Schrödinger operators. Birkhäuser, 1985

Given, however, that this book is almost thirty years old, I wonder if anyone can recommend a more up-to-date reference?!

share|cite|improve this question

I don't have a textbook reference from this century, but some more recent references than Bougerol & Lacroix are:

A. Crisanti, G. Paladin, and A. Vulpiani, Products of Random Matrices in Statistical Physics, Springer, 1993.

G. Högnäs and A. Mukherjee, Probability Measures on Semigroups: Convolution Products, Random Walks, and Random Matrices, Plenum, 1995.

share|cite|improve this answer

Your Answer

 
discard

By posting your answer, you agree to the privacy policy and terms of service.

Not the answer you're looking for? Browse other questions tagged or ask your own question.