Berry-Esseen bounds with targets and local limit theorems for products of random matrices

DOI10.1007/S12220-022-01127-3MaRDI QIDQ2679609zbMATH OpenOpenAlexWikidataFDO

Authors Tien-Cuong Dinh, Lucas Kaufmann, Hao Wu

Publication date 23 January 2023

Published in The Journal of Geometric Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2111.14109

zbMATH Keywords

Berry-Esseen boundlocal limit theoremproducts of random matrices

Mathematics Subject Classification ID

Ergodic theorems, spectral theory, Markov operators (37A30) Random matrices (probabilistic aspects) (60B20) Central limit and other weak theorems (60F05)

Abstract: Let $mu$ be a probability measure on $ext{GL}_d(mathbbR)$ and denote by $S_n:=g_{n}cdots{g}_1$ the associated random matrix product, where $g_j$'s are i.i.d.'s with law $mu$. We study statistical properties of random variables of the form ${\displaystyle }$sigma(S_n,x) + u(S_n x),${\displaystyle }$ where $xinmathbb{P}^{d-1}$, $sigma$ is the norm cocycle and $u$ belongs to a class of admissible functions on $mathbb{P}^{d-1}$ with values in $mathbbRcuppminfty$. Assuming that $mu$ has a finite exponential moment and generates a proximal and strongly irreducible semigroup, we obtain optimal Berry-Esseen bounds and the Local Limit Theorem for such variables using a large class of observables on $mathbbR$ and H"older continuous target functions on $mathbb{P}^{d-1}$. As particular cases, we obtain new limit theorems for $sigma(S_n,x)$ and for the coefficients of $S_n$.

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Cited in

(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
• 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
• First order Edgeworth expansion for coefficients of random matrix products
• Edgeworth expansion and large deviations for the coefficients of products of positive random matrices

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