CENTRAL LIMIT THEOREM FOR LINEAR GROUPS

被引：64

作者：

Benoist, Yves ^{[1
]}

Quint, Jean-Francois ^{[2
]}

机构：

[1] Univ Paris 11, CNRS, Dept Math, Batiment 425, F-91405 Orsay, France

[2] Univ Bordeaux 1, CNRS, Dept Math, F-33405 Talence, France

来源：

ANNALS OF PROBABILITY | 2016年 / 44卷 / 02期

关键词：

Random walk; martingale; stationary measure; cocycle; semisimple group; RANDOM MATRICES; RANDOM-WALKS; STATIONARY MEASURES; PROJECTIVE SPACES; MARKOV-CHAINS; LARGE NUMBERS; PRODUCTS; LAW; CONVERGENCE; TORUS;

D O I：

10.1214/15-AOP1002

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 prove a central limit theorem for random walks with finite variance on linear groups.

引用

页码：1308 / 1340

页数：33

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