中文

一般线性群上随机游走系数的Edgeworth展开

概率论 2022-09-09 v1

摘要

(gn)n1(g_n)_{n\geq 1} 为一般线性群 GL(V)\textup{GL}(V) 上独立同分布随机元序列,律为 μ\mu,其中 V=RdV=\mathbb R^d。考虑随机游走 Gn:=gng1G_n : = g_n \ldots g_1n1n \geq 1。在 μ\mu 的适当条件下,我们建立了系数 f,Gnv\langle f, G_n v \rangle(其中 vVv \in VfVf \in V^*)的一阶Edgeworth展开,与向量范数 Gnv\|G_n v\| 的情形相比,出现了一个新的附加项。

关键词

引用

@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}
}

备注

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