论文标题

在多项式力矩条件下,在GL D(R)上进行左随机步行的Berry-Esseen类型边界

Berry-Esseen type bounds for the Left Random Walk on GL d (R) under polynomial moment conditions

论文作者

Cuny, C, Dedecker, J, Merlevède, F, Peligrad, M

论文摘要

令$ a_n = \ varepsilon_n \ cdots \ varepsilon_1 $,其中$(\ varepsilon_n)_ {n \ geq 1} $是一系列独立的随机矩阵,在$ gl_d(\ mathbb r)$,$ d \ geq 2 $中,$ gl_d(\ mathbb r)中的值,$ d \ geq 2 $,以及共同的$ $ $。在本文中,根据$μ$(强难以可信性和接近性)的标准假设,当$ \ log(\ vert a_n \ vert)$时,当$ $ $ $ $ $ $ $ $具有多项式时刻时,我们证明了Berry-Esseen类型定理。更确切地说,当$μ$具有订单$ q \ in] 2,3] $时,我们获得了费率$ $((\ log n)/ n)^{q/ 2-1} $,而$ 1/ \ sqrt {n} $当$ 1/ \ sqrt {n} $ n时,$ 1/ \ sqrt {n} $当$ 4 $有订单$ 4 $时,在此设置中会大大改善。

Let $A_n= \varepsilon_n \cdots \varepsilon_1$, where $(\varepsilon_n)_{n \geq 1}$ is a sequence of independent random matrices taking values in $ GL_d(\mathbb R)$, $d \geq 2$, with common distribution $μ$. In this paper, under standard assumptions on $μ$ (strong irreducibility and proximality), we prove Berry-Esseen type theorems for $\log ( \Vert A_n \Vert)$ when $μ$ has a polynomial moment. More precisely, we get the rate $((\log n) / n)^{q/2-1}$ when $μ$ has a moment of order $q \in ]2,3]$ and the rate $1/ \sqrt{n} $ when $μ$ has a moment of order $4$, which significantly improves earlier results in this setting.

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