Berry-Esseen bound and precise moderate deviations for products of random matrices (Q2135438)

Summary: Let \({(g_n)_{n\geq 1}}\) be a sequence of independent and identically distributed (i.i.d.) \({d\times d}\) real random matrices. For \({n\geq 1}\) set \({G_n = g_n \ldots g_1}\). Given any starting point \(x=\mathbb{R} v\in\mathbb{P}^{d-1} \), consider the Markov chain \(X_n^x = \mathbb{R} G_n v\) on the projective space \(\mathbb{P}^{d-1}\) and define the norm cocycle by \({\sigma(G_n, x)= \log (|G_n v|/|v|)}\), for an arbitrary norm \({|\cdot|}\) on \(\mathbb{R}^d\). Under suitable conditions we prove a Berry-Esseen-type theorem and an Edgeworth expansion for the couple \({(X_n^x, \sigma(G_n, x))} \). These results are established using a brand new smoothing inequality on complex plane, the saddle point method and additional spectral gap properties of the transfer operator related to the Markov chain \({X_n^x} \). Cramér-type moderate deviation expansions as well as a local limit theorem with moderate deviations are proved for the couple \({(X_n^x, \sigma(G_n, x))}\) with a target function \({\varphi}\) on the Markov chain \({X_n^x}\).