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
设 为一般线性群 上独立同分布随机元序列,律为 ,其中 。考虑随机游走 ,。在 的适当条件下,我们建立了系数 (其中 且 )的一阶Edgeworth展开,与向量范数 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