Edgeworth expansion for the coefficients of random walks on the general linear group
Probability
2022-09-09 v1
Abstract
Let be a sequence of independent and identically distributed random elements with law on the general linear group , where . Consider the random walk , . Under suitable conditions on , we establish the first-order Edgeworth expansion for the coefficients with and , in which a new additional term appears compared to the case of vector norm .
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