Large and moderate deviations for the left random walk on GL d (R)

zbMath1364.60035arXiv1610.07361MaRDI QIDQ5346034

Florence Merlevède, Christophe Cuny, Jérôme Dedecker

Publication date: 8 June 2017

Full work available at URL: https://arxiv.org/abs/1610.07361

zbMATH Keywords

random walkcocycledeviation inequalities

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Large deviations (60F10)

Related Items (7)

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 \(\mathrm{GL}_d(\mathbb{R})\) ⋮ Deviation inequalities for stochastic approximation by averaging ⋮ Moderate deviations and local limit theorems for the coefficients of random walks on the general linear group ⋮ Rates of convergence in invariance principles for random walks on linear groups via martingale methods ⋮ Deviation inequalities for separately Lipschitz functionals of composition of random functions ⋮ Functional CLT for martingale-like nonstationary dependent structures

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