Berry-Esseen bounds with targets and Local Limit Theorems for products of random matrices [article]

Tien-Cuong Dinh, Lucas Kaufmann, Hao Wu
2021
Let $μ$ be a probability measure on $\text{GL}_d(\mathbb R)$ and denote by $S_n:= g_n \cdots g_1$ the associated random matrix product, where $g_j$'s are i.i.d.'s with law $μ$. We study statistical properties of random variables of the form $$σ(S_n,x) + u(S_n x),$$ where $x \in \mathbb P^{d-1}$, $σ$ is the norm cocycle and $u$ belongs to a class of admissible functions on $\mathbb P^{d-1}$ with values in $\mathbb R \cup \{\pm \infty\}$. Assuming that $μ$ has a finite exponential moment and
more » ... ates a proximal and strongly irreducible semigroup, we obtain optimal Berry-Esseen bounds and the Local Limit Theorem for such variables using a large class of observables on $\mathbb R$ and Hölder continuous target functions on $\mathbb P^{d-1}$. As particular cases, we obtain new limit theorems for $σ(S_n,x)$ and for the coefficients of $S_n$.
doi:10.48550/arxiv.2111.14109 fatcat:66arwqxccnep5efagbreujg3aq