Non-stationary version of Furstenberg Theorem on random matrix products

We prove a non-stationary analog of the Furstenberg Theorem on random matrix products (that can be considered as a matrix version of the law of large numbers). Namely, under a suitable genericity conditions the sequence of norms of random products of independent but not necessarily identically distributed $\text{SL}(d,\mathbb{R})$ matrices grow exponentially fast, and there exists a non-random sequence that almost surely describes asymptotical behaviour of that sequence.