Matrix functions of the trajectories of Markov chains
Teoriâ veroâtnostej i ee primeneniâ, Tome 27 (1982) no. 2, pp. 239-246

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Asymptotic log-normality of the product of random matrices is proved in several cases. We don't suppose that the matrices are strictly positive.
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     author = {V. P. \v{C}istyakov},
     title = {Matrix functions of the trajectories of {Markov} chains},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
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V. P. Čistyakov. Matrix functions of the trajectories of Markov chains. Teoriâ veroâtnostej i ee primeneniâ, Tome 27 (1982) no. 2, pp. 239-246. http://geodesic.mathdoc.fr/item/TVP_1982_27_2_a2/