Limit theorems for iid products of positive matrices

DOI10.30757/ALEA.V21-56MaRDI QIDQ6634814zbMATH OpenFDO

Authors Cuny Jérôme Dedecker Florence Merlevède Christophe

Publication date 8 November 2024

Published in ALEA. Latin American Journal of Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.30757/ALEA.V21-56

zbMATH Keywords

almost sure invariance principleBerry-Esseen theoremcocyclepositive matricesrandom walk

Mathematics Subject Classification ID

Probability measures on groups or semigroups, Fourier transforms, factorization (60B15) Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)

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Cited in

(3)

• Berry-Esseen bounds and moderate deviations for the norm, entries and spectral radius of products of positive random matrices
• First order Edgeworth expansion for coefficients of random matrix products
• Convergence to stable laws and a local limit theorem for products of positive random matrices

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