Large and moderate deviations for the left random walk on GL_d(R)
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Publication:5346034
Abstract: Using martingale methods, we obtain some upper bounds for large and moderate deviations of products of independent and identically distributed elements of GL d (R). We investigate all the possible moment conditions, from super-exponential moments to weak moments of order p extgreater{} 1, to get a complete picture of the situation. We also prove a moderate deviation principle under an appropriate tail condition.
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Cited in
(15)- Limit theorems for the left random walk on \(\mathrm{GL}_{d}(\mathbb{R})\)
- Berry-Esseen bound and precise moderate deviations for products of random matrices
- Berry-Esseen type bounds for the matrix coefficients and the spectral radius of the left random walk on \(\mathrm{GL}_d(\mathbb{R})\)
- Deviation inequalities for stochastic approximation by averaging
- Berry-Esseen bounds and moderate deviations for random walks on \(\mathrm{GL}_d(\mathbb{R})\)
- Deviation inequalities for separately Lipschitz functionals of composition of random functions
- Functional CLT for martingale-like nonstationary dependent structures
- Moderate deviations and local limit theorems for the coefficients of random walks on the general linear group
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- Deviation inequalities for the elephant random walk with random step sizes
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