Rates of convergence in invariance principles for random walks on linear groups via martingale methods

DOI10.1090/tran/8252zbMath1469.60098arXiv1909.08270OpenAlexW3047462383MaRDI QIDQ5141749

Florence Merlevède, Christophe Cuny, Jérôme Dedecker

Publication date: 18 December 2020

Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1909.08270

zbMATH Keywords

random walksWasserstein distancesstrong invariance principlevector-valued martingalesCartan projectionIwasawa cocycle

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Discrete subgroups of Lie groups (22E40) Functional limit theorems; invariance principles (60F17) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)

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 ⋮ Logarithmic Fourier decay for self conformal measures ⋮ A Berry-Esseen bound with (almost) sharp dependence conditions ⋮ Berry-Esseen bounds and moderate deviations for random walks on \(\mathrm{GL}_d(\mathbb{R})\) ⋮ An almost sure invariance principle for some classes of non-stationary mixing sequences

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