Edgeworth expansion for the coefficients of random walks on the general linear group

Publication date 8 September 2022

Abstract: Let

(g_{n})_{n g e q 1}

be a sequence of independent and identically distributed random elements with law

m u

on the general linear group

e x t u p G L (V)

, where

V = m a t h b b R^{d}

. Consider the random walk

G_{n} : = g_{n} l d o t s g_{1}

,

n g e q 1

. Under suitable conditions on

m u

, we establish the first-order Edgeworth expansion for the coefficients

l a n g l e f, G_{n} v a n g l e

with

v i n V

and

f i n V^{*}

, in which a new additional term appears compared to the case of vector norm

| G_{n} v |

.

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