English

Berry-Esseen type bounds for the Left Random Walk on GL d (R) under polynomial moment conditions

Probability 2022-11-03 v1

Abstract

Let An=εnε1A_n= \varepsilon_n \cdots \varepsilon_1, where (εn)n1(\varepsilon_n)_{n \geq 1} is a sequence of independent random matrices taking values in GLd(R) GL_d(\mathbb R), d2d \geq 2, with common distribution μ\mu. In this paper, under standard assumptions on μ\mu (strong irreducibility and proximality), we prove Berry-Esseen type theorems for log(An)\log ( \Vert A_n \Vert) when μ\mu has a polynomial moment. More precisely, we get the rate ((logn)/n)q/21((\log n) / n)^{q/2-1} when μ\mu has a moment of order q]2,3]q \in ]2,3] and the rate 1/n1/ \sqrt{n} when μ\mu has a moment of order 44, which significantly improves earlier results in this setting.

Keywords

Cite

@article{arxiv.2211.00998,
  title  = {Berry-Esseen type bounds for the Left Random Walk on GL d (R) under polynomial moment conditions},
  author = {C Cuny and J Dedecker and F Merlevède and M Peligrad},
  journal= {arXiv preprint arXiv:2211.00998},
  year   = {2022}
}