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GL(d,R)上非齐次随机游走的局部极限定理与埃奇沃思展开

Local limit theorem and Edgeworth expansions for inhomogeneous random walks on $GL(d,\mathbb R)$

Yeor Hafouta

arXiv 2608.02897首次发表:更新:

AI 中文总结

本文针对可逆独立随机矩阵乘积的范数对数,证明了非格型局部中心极限定理与埃奇沃思展开,还为文献[MatBE]的中心极限定理最优速率提供了新证明,并给出收缩的若干充分条件。

AI 中文摘要

我们针对可逆独立随机矩阵乘积的范数对数,证明了非格型局部中心极限定理及埃奇沃思展开。我们的条件包含收缩假设、矩阵支撑集“足够大”的假设,以及其分布足够正则的假设。作为证明的副产品,我们还能为文献[MatBE]中证明的中心极限定理最优速率提供另一种证明,与[MatBE]类似,我们给出了若干收缩的充分条件。

英文摘要

We prove a non-lattice local central limit theorem and Edgeworth expansions for the logarithm of the norms of products of invertible independent random matrices. Our conditions include a contraction assumption, an assumption that supports of the matrices are ``large enough" and their distributions are sufficiently regular. As a byproduct of the proof we are also able to provide a different proof to the optimal rates in the CLT proved in \cite{MatBE}. Like in \cite{MatBE} we provide several sufficient conditions for contraction.

Comments19 pp

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