Precise large deviation results for products of random matrices

DOI10.1214/15-AIHP684zbMath1357.60028arXiv1405.6505OpenAlexW2963011528MaRDI QIDQ330714

Sebastian Mentemeier, Dariusz Buraczewski

Publication date: 26 October 2016

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1405.6505

zbMATH Keywords

Markov chainsrandom matriceslarge deviationsheavy tailslimit theoremsFourier techniquesEdgeworth expansionMarkov random walksrandom difference equations

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Sums of independent random variables; random walks (60G50) Discrete-time Markov processes on general state spaces (60J05) Random operators and equations (aspects of stochastic analysis) (60H25) Large deviations (60F10)

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Berry-Esseen bound and precise moderate deviations for products of random matrices ⋮ Multitype branching processes in random environment ⋮ Large excursions and conditioned laws for recursive sequences generated by random matrices ⋮ Fluctuations of the product of random matrices and generalized Lyapunov exponent ⋮ On multidimensional Mandelbrot cascades ⋮ Large deviation expansions for the coefficients of random walks on the general linear group ⋮ Precise large deviation asymptotics for products of random matrices ⋮ Higher order asymptotics for large deviations – Part I

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