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- W4287649810 abstract "Consider (gn)n≥1 a sequence of independent and identically distributed random matrices and the left random walk Gn:=gn…g1, n≥1 on the general linear group GL(d,R). Under suitable conditions we establish a Bahadur–Rao–Petrov type large deviation expansion for the coefficient ⟨f,Gnv⟩ of the product Gn, where v∈Rd and f∈(Rd)∗. In particular, we obtain an explicit rate function in the large deviation principle, thus improving significantly the known large deviation bounds. A local limit theorem with large deviations for the coefficients and large deviation expansions under the change of probability measure are also proved." @default.
- W4287649810 created "2022-07-25" @default.
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- W4287649810 date "2023-07-01" @default.
- W4287649810 modified "2023-10-05" @default.
- W4287649810 title "Large deviation expansions for the coefficients of random walks on the general linear group" @default.
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- W4287649810 doi "https://doi.org/10.1214/23-aop1621" @default.
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