Institute of Physics and Mathematics, Academy of Sciences Lithuanian SSR
Abstract:
Let
$
\begin{pmatrix}
\xi_j&\eta_j
\\
0&1
\end{pmatrix}
$, $j=1,2,\dots,$ be independent identically distributed random matrices and
$$
\begin{pmatrix}
\varphi_n&\psi_n
\\
0&0
\end{pmatrix}
=\prod_{j=1}^n
\begin{pmatrix}
\xi_j&\eta_j
\\
0&1
\end{pmatrix}.
$$
Then $\psi_n=\eta_1+\eta_2\xi_1+\dots+\eta_n\xi_1\dots\xi_{n-1}$. Convergence and continuity of the limit distribution of $\psi_n$ as $n\to\infty$ are studied.