English

Limit theorems for inhomogeneous random walks on $GL(d,\mathbb R)$

Probability 2025-12-23 v1 Dynamical Systems

Abstract

We prove Berry-Esseen theorems, almost sure invariance principle rates and large deviations for products of independent but not identically distributed invertible matrices with some average (logarithmic) projective contraction and uniform boundedness assumptions. We also characterize the divergence of the variance of the logarithm of the norm of the product. Our approach is based on verifying the conditions of \cite{NewBE} after reversing time.

Keywords

Cite

@article{arxiv.2512.18494,
  title  = {Limit theorems for inhomogeneous random walks on $GL(d,\mathbb R)$},
  author = {Yeor Hafouta},
  journal= {arXiv preprint arXiv:2512.18494},
  year   = {2025}
}

Comments

18 pp

R2 v1 2026-07-01T08:35:07.064Z