Berry-Esseen bound and precise moderate deviations for products of random matrices
Probability
2025-02-20 v3
Abstract
Let be a sequence of independent and identically distributed (i.i.d.) real random matrices. For set . Given any starting point , consider the Markov chain on the projective space and the norm cocycle , for an arbitrary norm on . Under suitable conditions we prove a Berry-Esseen type theorem and an Edgeworth expansion for the couple . These results are established using a brand new smoothing inequality on complex plane, the saddle point method and additional spectral gap properties of the transfer operator related to the Markov chain . Cram\'{e}r type moderate deviation expansions as well as a local limit theorem with moderate deviations are proved for the couple with a target function on the Markov chain .
Keywords
Cite
@article{arxiv.1907.02438,
title = {Berry-Esseen bound and precise moderate deviations for products of random matrices},
author = {Hui Xiao and Ion Grama and Quansheng Liu},
journal= {arXiv preprint arXiv:1907.02438},
year = {2025}
}