English

Local limit theorem and Edgeworth expansions for inhomogeneous random walks on $GL(d,\mathbb R)$

Probability 2026-08-03 v1 Dynamical Systems

Abstract

We prove a non-lattice local central limit theorem and Edgeworth expansions for the logarithm of the norms of products of invertible independent random matrices. Our conditions include a contraction assumption, an assumption that supports of the matrices are ``large enough" and their distributions are sufficiently regular. As a byproduct of the proof we are also able to provide a different proof to the optimal rates in the CLT proved in \cite{MatBE}. Like in \cite{MatBE} we provide several sufficient conditions for contraction.

Keywords

Cite

@article{arxiv.2608.02897,
  title  = {Local limit theorem and Edgeworth expansions for inhomogeneous random walks on $GL(d,\mathbb R)$},
  author = {Yeor Hafouta},
  journal= {arXiv preprint arXiv:2608.02897},
  year   = {2026}
}

Comments

19 pp