Moderate deviations and local limit theorems for the coefficients of random walks on the general linear group

Publication date 10 September 2022

Abstract: Consider the random walk

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

,

n g e q 1

, where

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

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

m u

on the general linear group

m G L (V)

with

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

. Under suitable conditions on

m u

, we establish Cram'{e}r type moderate deviation expansions and local limit theorems with moderate deviations for the coefficients

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

, where

v i n V

and

f i n V^{*}

. Our approach is based on the H"older regularity of the invariant measure of the Markov chain

G_{n}! c d o t! x = m a t h b b R G_{n} v

on the projective space of

V

with the starting point

x = m a t h b b R v

, under the changed measure.

This page was built for publication: Moderate deviations and local limit theorems for the coefficients of random walks on the general linear group