Moderate deviations and local limit theorems for the coefficients of random walks on the general linear group
DOI10.1016/j.spa.2022.12.013OpenAlexW4313398236WikidataQ122451304 ScholiaQ122451304MaRDI QIDQ2689893
Hui Xiao, Quan-sheng Liu, I. G. Grama
Publication date: 14 March 2023
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2209.04628
central limit theoremlocal limit theoremcoefficientsrandom walks on groupsCramér type moderate deviations
Central limit and other weak theorems (60F05) Random matrices (probabilistic aspects) (60B20) Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15) Large deviations (60F10) Ergodic theorems, spectral theory, Markov operators (37A30)
Related Items (1)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Central limit theorem for linear groups
- Spectral gap properties for linear random walks and Pareto's asymptotics for affine stochastic recursions
- A spectral gap theorem in SU\((d)\)
- Weak ergodicity and products of random matrices
- Random difference equations and renewal theory for products of random matrices
- Subadditive ergodic theory
- Products of random matrices in statistical physics
- Limit theorems for products of positive random matrices
- On the dimension of Furstenberg measure for \({SL}_{2}(\mathbb {R})\) random matrix products
- The survival probability of a critical multi-type branching process in i.i.d. random environment
- A zero-one law for invariant measures and a local limit theorem for coefficients of random walks on the general linear group
- Berry-Esseen bound and precise moderate deviations for products of random matrices
- Berry-Esseen type bounds for the matrix coefficients and the spectral radius of the left random walk on \(\mathrm{GL}_d(\mathbb{R})\)
- Precise large deviation asymptotics for products of random matrices
- Parametric Furstenberg theorem on random products of \(\mathrm{SL}(2, \mathbb{R})\) matrices
- Conditioned local limit theorems for random walks defined on finite Markov chains
- Products of random matrices and derivatives on p.c.f. fractals
- The fixed points of the multivariate smoothing transform
- Central limit theorem on hyperbolic groups
- Stationary measures and equidistribution for orbits of nonabelian semigroups on the torus
- Frontière de furstenberg, propriétés de contraction et théorèmes de convergence
- Lyapunov indices of a product of random matrices
- Stationary measures and invariant subsets of homogeneous spaces (II)
- Large and moderate deviations for the left random walk on GL d (R)
- Products of Random Matrices
This page was built for publication: Moderate deviations and local limit theorems for the coefficients of random walks on the general linear group
