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Assuming strong irreducibility and proximality, we prove that the Furstenberg measure, corresponding to a finitely supported measure on the general linear group of a finite dimensional real vector space, is exact dimensional. We also establish a Ledrappier-Young type formula for its dimension. The general strategy of the proof is based on the argument given by Feng for the exact dimensionality of self-affine measures.

Exact dimensionality and Ledrappier-Young formula for the Furstenberg measure