Berry-Esseen bound and precise moderate deviations for products of random matrices
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Publication:2135438
DOI10.4171/JEMS/1142zbMath1487.60062arXiv1907.02438MaRDI QIDQ2135438
Hui Xiao, Quan-sheng Liu, I. G. Grama
Publication date: 6 May 2022
Published in: Journal of the European Mathematical Society (JEMS) (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1907.02438
spectral gapEdgeworth expansionmoderate deviation principleBerry-Esseen boundCramér-type moderate deviationsproducts of random matrices
Random matrices (probabilistic aspects) (60B20) Discrete-time Markov processes on general state spaces (60J05) Large deviations (60F10)
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