Limit Theorems for the Left Random Walk on GLd (R)
Probability
2016-03-08 v1
Abstract
Motivated by a recent work of Benoist and Quint and extending results from the PhD thesis of the third author, we obtain limit theorems for products of independent and identically distributed elements of GLd (R), such as the Marcinkiewicz-Zygmund strong law of large numbers, the CLT (with rates in Wasserstein's distances) and almost sure invariance principles with rates.
Cite
@article{arxiv.1603.02217,
title = {Limit Theorems for the Left Random Walk on GLd (R)},
author = {Christophe Cuny and Jerome Dedecker and Christophe Jan},
journal= {arXiv preprint arXiv:1603.02217},
year = {2016}
}