Berry-Esseen bounds and moderate deviations for random walks on GL_d(R)

DOI10.1016/J.SPA.2021.08.005MaRDI QIDQ2239260zbMATH OpenOpenAlexFDO

Authors Hui Xiao, Ion Grama, Quansheng Liu

Publication date 3 November 2021

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spa.2021.08.005

zbMATH Keywords

Berry-Esseen boundsmoderate deviation principles and expansionsoperator normrandom walks on groupsspectral radius

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) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Recommendations

• Berry-Esseen type bounds for the left random walk on \({\mathrm{GL}_d}(\mathbb{R})\) under polynomial moment conditions
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• Moderate deviations and local limit theorems for the coefficients of random walks on the general linear group
• 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

Cites work

• Affine random walks on the torus
• Central limit theorem for linear groups
• Central limit theorem on hyperbolic groups
• Frontière de furstenberg, propriétés de contraction et théorèmes de convergence
• scientific article; zbMATH DE number 3903630 (Why is no real title available?)
• scientific article; zbMATH DE number 3913325 (Why is no real title available?)
• scientific article; zbMATH DE number 3798745 (Why is no real title available?)
• scientific article; zbMATH DE number 3086377 (Why is no real title available?)
• Large deviation principle for random matrix products
• Law of large numbers for the spectral radius of random matrix products
• Limit theorems for the left random walk on \(\mathrm{GL}_{d}(\mathbb{R})\)
• Moments, moderate and large deviations for a branching process in a random environment
• Precise large deviation asymptotics for products of random matrices
• Products of Random Matrices
• Produits de matrices aléatoires et applications aux propriétés géometriques des sous-groupes du groupe linéaire
• Rates of convergence in invariance principles for random walks on linear groups via martingale methods
• Spectral gap properties for linear random walks and Pareto's asymptotics for affine stochastic recursions
• Subadditive ergodic theory
• The central limit theorem for eigenvalues

Cited in

(7)

• Berry-Esseen type bounds for the matrix coefficients and the spectral radius of the left random walk on \(\mathrm{GL}_d(\mathbb{R})\)
• Moderate deviations and local limit theorems for the coefficients of random walks on the general linear group
• Large and moderate deviations for the left random walk on \(GL_d(\mathbb{R})\)
• Large deviation expansions for the coefficients of random walks on the general linear group
• Berry-Esseen type bounds for the left random walk on \({\mathrm{GL}_d}(\mathbb{R})\) under polynomial moment conditions
• BERRY–ESSEEN BOUND AND LOCAL LIMIT THEOREM FOR THE COEFFICIENTS OF PRODUCTS OF RANDOM MATRICES
• Quantum trajectories. Spectral gap, quasi-compactness \& limit theorems

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