Berry-Esseen type bounds for the Left Random Walk on GL d (R) under polynomial moment conditions
Probability
2022-11-03 v1
Abstract
Let , where is a sequence of independent random matrices taking values in , , with common distribution . In this paper, under standard assumptions on (strong irreducibility and proximality), we prove Berry-Esseen type theorems for when has a polynomial moment. More precisely, we get the rate when has a moment of order and the rate when has a moment of order , 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}
}