The Carleton College library has a copy of the Kushner book. Here's the theorem: > **Theorem 8** > > Let* $P\gt0, C\ge0$ and > > > > $$EA_n'PA_n-P=-C.\ \ \ (8.24)$$ > > > > Then $EX_n'CX_n\rightarrow0$ and $X_n'CX_n\rightarrow0$ w.p.l. Also > > > > $$P_x(\sup_{\infty\gt n\ge0} X_n'PX_n \ge \lambda) \le {x'Px\over\lambda}.$$ > > > > Hence, the measures $\mu_n$ (corresponding to $X_n$) are weakly > > bounded. Then $X_n$ converges (in probability) to the support of the > > largest invariant set whose support is contained in $L=\{x: x'Cx=0\}$. > > > > Let the $A_n$ be identically distributed. If $\{ X_n \}$ is mean > > square stable (that is, $EX_n'X_n\rightarrow0$), then for any $C\gt0$, > > there is a $P\gt0$ satisfying $(8.24)$. Next, consider the operation > > $(8.24)$ as a linear equation in the components $p_{ij}$ of $P$, and > > let $Q$ and $D$ denote the vectors composed of ordering the matrices > > $P$ and $C$ into vectors. Then write $(8.24)$ as $BQ=-D$. A > > necessary and sufficient condition for mean square stability (and > > sufficient for w.p.l. stability) is that the eigenvalues of $B$ lie in > > the unit circle. > > > > *: $A\gt0$ means positive definite. $A\ge0$ means positive semidefinite. > > > > [[my note: In the original, the vectors and matrix I've called $Q$, > > $D$, and $B$ appear as script versions of $P$, $C$, and $A$. I > > couldn't easily figure out the TeX equivalent, so I did the next best > > thing.]] I hope this helps.