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

zbMATH Keywords

central limit theoremlocal limit theoremcoefficientsrandom walks on groupsCramér type moderate deviations

Mathematics Subject Classification ID

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)

Large deviation expansions for the coefficients of random walks on the general linear group

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