English

Edgeworth expansion for the coefficients of random walks on the general linear group

Probability 2022-09-09 v1

Abstract

Let (gn)n1(g_n)_{n\geq 1} be a sequence of independent and identically distributed random elements with law μ\mu on the general linear group GL(V)\textup{GL}(V), where V=RdV=\mathbb R^d. Consider the random walk Gn:=gng1G_n : = g_n \ldots g_1, n1n \geq 1. Under suitable conditions on μ\mu, we establish the first-order Edgeworth expansion for the coefficients f,Gnv\langle f, G_n v \rangle with vVv \in V and fVf \in V^*, in which a new additional term appears compared to the case of vector norm Gnv\|G_n v\|.

Keywords

Cite

@article{arxiv.2209.03623,
  title  = {Edgeworth expansion for the coefficients of random walks on the general linear group},
  author = {Hui Xiao and Ion Grama and Quansheng Liu},
  journal= {arXiv preprint arXiv:2209.03623},
  year   = {2022}
}

Comments

This paper is a part of the results which previously appeared in Xiao, Grama, Liu "Limit theorems for the coefficients of random walks on the general linear group" arXiv:2111.10569, 2021