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.
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