Edgeworth expansion for the coefficients of random walks on the general linear group

preprint2022arXivOpen access

Abstract

Let (gn)n≥1(g_n)_{n\geq 1} be a sequence of independent and identically distributed random elements with law μμ on the general linear group GL(V)\textup{GL}(V), where V=RdV=\mathbb R^d. Consider the random walk Gn:=gn…g1G_n : = g_n \ldots g_1, n≥1n \geq 1. Under suitable conditions on μμ, we establish the first-order Edgeworth expansion for the coefficients ⟨f,Gnv⟩\langle f, G_n v \rangle with v∈Vv \in V and f∈V∗f \in V^*, in which a new additional term appears compared to the case of vector norm ∥Gnv∥\|G_n v\|.

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