Limit theorems for iid products of positive matrices

被引:0
作者
Cuny, Christophe [1 ]
Dedecker, Jerome [2 ]
Merlevede, Florence [3 ]
机构
[1] Univ Brest, LMBA, CNRS 6205, UMR 6205, 6 Ave Victor Le Gorgeu, F-29238 Brest, France
[2] Univ Paris Cite, CNRS, MAP5, UMR 8145, 45 Rue St Peres, F-75006 Paris, France
[3] Univ Gustave Eiffel, Univ Paris Est Creteil, LAMA, UMR 8050,CNRS, F-77454 Marne La Vallee, France
来源
ALEA-LATIN AMERICAN JOURNAL OF PROBABILITY AND MATHEMATICAL STATISTICS | 2024年 / 21卷
关键词
Random walk; Positive matrices; Co cycle; Almost sure invariance principle; Berry-Esseen theorem; LEFT RANDOM-WALK; APPROXIMATION; KOMLOS;
D O I
暂无
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We study stochastic properties of the norm co cycle associated with iid products of positive matrices. We obtain the almost sure invariance principle (ASIP) with rate o(n1/p) under the optimal condition of a moment of order p > 2 and the Berry-Esseen theorem with rate O(1/V/n) under the optimal condition of a moment of order 3. The results are also valid for the matrix norm. For the matrix coefficients, we also have the ASIP but we obtain only partial results for the BerryEsseen theorem. The proofs make use of coupling coefficients that surprisingly decay exponentially fast to 0 while there is only a polynomial decay in the case of invertible matrices. All the results are actually valid in the context of iid products of matrices leaving invariant a suitable cone.
引用
收藏
页码:1495 / 1525
页数:31
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