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Moderate deviations and local limit theorems for the coefficients of random walks on the general linear group

Authors :
Xiao, Hui
Grama, Ion
Liu, Quansheng
Publication Year :
2022

Abstract

Consider the random walk $G_n : = g_n \ldots g_1$, $n \geq 1$, where $(g_n)_{n\geq 1}$ is a sequence of independent and identically distributed random elements with law $\mu$ on the general linear group ${\rm GL}(V)$ with $V=\mathbb R^d$. Under suitable conditions on $\mu$, we establish Cram\'{e}r type moderate deviation expansions and local limit theorems with moderate deviations for the coefficients $\langle f, G_n v \rangle$, where $v \in V$ and $f \in V^*$. Our approach is based on the H\"older regularity of the invariant measure of the Markov chain $G_n \!\cdot \! x = \mathbb R G_n v$ on the projective space of $V$ with the starting point $x = \mathbb R v$, under the changed measure.<br />Comment: 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

Details

Database :
arXiv
Publication Type :
Report
Accession number :
edsarx.2209.04628
Document Type :
Working Paper