Precise large deviation asymptotics for products of random matrices

DOI10.1016/j.spa.2020.03.005zbMath1450.60024arXiv1907.02456OpenAlexW3013276823MaRDI QIDQ2196366

Hui Xiao, Quan-sheng Liu, I. G. Grama

Publication date: 2 September 2020

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1907.02456

zbMATH Keywords

large deviationspectral gaprandom walkproduct of random matricesBahadur-Rao theorem

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Discrete-time Markov processes on general state spaces (60J05) Large deviations (60F10)

Related Items (6)

Berry-Esseen bound and precise moderate deviations for products of random matrices ⋮ Large deviation expansions for the coefficients of random walks on the general linear group ⋮ Moderate deviations and local limit theorems for the coefficients of random walks on the general linear group ⋮ Berry-Esseen bounds and moderate deviations for random walks on \(\mathrm{GL}_d(\mathbb{R})\) ⋮ A zero-one law for invariant measures and a local limit theorem for coefficients of random walks on the general linear group ⋮ Random walks on hyperbolic spaces: concentration inequalities and probabilistic Tits alternative

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