Precise large deviation asymptotics for products of random matrices
From MaRDI portal
Publication:2196366
DOI10.1016/j.spa.2020.03.005zbMath1450.60024arXiv1907.02456OpenAlexW3013276823MaRDI QIDQ2196366
Hui Xiao, Quan-sheng Liu, I. G. Grama
Publication date: 2 September 2020
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1907.02456
Random matrices (probabilistic aspects) (60B20) Discrete-time Markov processes on general state spaces (60J05) Large deviations (60F10)
Related Items (6)
Berry-Esseen bound and precise moderate deviations for products of random matrices ⋮ Large deviation expansions for the coefficients of random walks on the general linear group ⋮ Moderate deviations and local limit theorems for the coefficients of random walks on the general linear group ⋮ Berry-Esseen bounds and moderate deviations for random walks on \(\mathrm{GL}_d(\mathbb{R})\) ⋮ A zero-one law for invariant measures and a local limit theorem for coefficients of random walks on the general linear group ⋮ Random walks on hyperbolic spaces: concentration inequalities and probabilistic Tits alternative
Cites Work
- Unnamed Item
- Unnamed Item
- 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
- Precise large deviation results for products of random matrices
- Large deviation estimates for exceedance times of perpetuity sequences and their dual processes
- Random difference equations and renewal theory for products of random matrices
- Subadditive ergodic theory
- Limit theorems for products of positive random matrices
- Bounds in the local limit theorem for a random walk conditioned to stay positive
- Diophantine approximations and local limit theorem in \(\mathbb R^d\)
- Central limit theorems for iterated random Lipschitz mappings.
- Zariski closure and the dimension of the Gaussian law of the product of random matrices. I
- Conditioned local limit theorems for random walks defined on finite Markov chains
- Central limit theorem on hyperbolic groups
- On multidimensional Mandelbrot cascades
- Spectral gap properties and limit theorems for some random walks and dynamical systems
- Frontière de furstenberg, propriétés de contraction et théorèmes de convergence
- On Deviations of the Sample Mean
- Asymptotic Analysis of Random Walks
- A Local Limit Theorem for Nonlattice Multi-Dimensional Distribution Functions
- Products of Random Matrices
- A Local Limit Theorem
- Noncommuting Random Products
- On the Probabilities of Large Deviations for Sums of Independent Random Variables
- Semigroup actions on tori and stationary measures on projective spaces
- Saddlepoint Approximations in Statistics
- Limit theorems for Markov chains and stochastic properties of dynamical systems by quasi-compactness
This page was built for publication: Precise large deviation asymptotics for products of random matrices
