English

Berry-Esseen bound and precise moderate deviations for products of random matrices

Probability 2025-02-20 v3

Abstract

Let (gn)n1(g_{n})_{n\geq 1} be a sequence of independent and identically distributed (i.i.d.) d×dd\times d real random matrices. For n1n\geq 1 set Gn=gng1G_n = g_n \ldots g_1. Given any starting point x=RvPd1x=\mathbb R v\in\mathbb{P}^{d-1}, consider the Markov chain Xnx=RGnvX_n^x = \mathbb R G_n v on the projective space Pd1\mathbb P^{d-1} and the norm cocycle σ(Gn,x)=logGnvv\sigma(G_n, x)= \log \frac{|G_n v|}{|v|}, for an arbitrary norm |\cdot| on Rd\mathbb R^{d}. Under suitable conditions we prove a Berry-Esseen type theorem and an Edgeworth expansion for the couple (Xnx,σ(Gn,x))(X_n^x, \sigma(G_n, x)). 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 XnxX_n^x. Cram\'{e}r type moderate deviation expansions as well as a local limit theorem with moderate deviations are proved for the couple (Xnx,σ(Gn,x))(X_n^x, \sigma(G_n, x)) with a target function φ\varphi on the Markov chain XnxX_n^x.

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}
}
R2 v1 2026-06-23T10:12:22.436Z