These lecture notes contain l Detailed results on convergence in distribution for products of independent and identically distributed random matrices and also for their normalised version l Conditions for the limit distribution to be absolutely continuous or continuous singular are discussed and they have also been computed for various specific examples l Infinite dimensional matrices are also considered, with reference to random motions of particles

Introduction / Convergence in Distribution: Products of Random Stochastic Matrices / Nature of the Limit Distribution / Convergence in Direction / Stochastic Flows on a Countable Set: Products of Infinite dimensional Random Stochastic Matrices / Products of Random Infinite-dimensional Non-negative Matrices: The Equation hn = Xnhn–1 / Probability Measures on 2 x 2 Stochastic Matrices and a Functional Equation / The Limit Distribution for Products of 2 x 2 Random Stochastic Matrices: A Specific Example/ Appendix: The Multivariate Central Limit Theorem: An Elementary Proof Using a Theorem of P. Chernoff / Notes and Comments / Bibliography

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