Precise large deviation asymptotics for products of random matrices-Reference-Cited by-同舟云学术

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Precise large deviation asymptotics for products of random matrices

Published:2020-09 Issue:9 Volume:130 Page:5213-5242
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Xiao Hui,Grama Ion,Liu Quansheng

Funder

National Natural Science Foundation of China

Centre Henri Lebesgue, France

Publisher

Elsevier BV

Subject

Applied Mathematics,Modelling and Simulation,Statistics and Probability

Reference37 articles.

1. On deviations of the sample mean;Bahadur;Ann. Math. Stat.,1960

2. Random Walks on Reductive Groups;Benoist,2016

3. Central limit theorem for linear groups;Benoist;Ann. Probab.,2016

4. Asymptotic Analysis of Random Walks;Borovkov,2008

5. Products of Random Matrices with Applications to Schrödinger Operators;Bougerol,1985

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1. Limit theorems for iid products of positive matrices;Latin American Journal of Probability and Mathematical Statistics;2024

2. Berry-Esseen bounds and moderate deviations for the norm, entries and spectral radius of products of positive random matrices;Science China Mathematics;2023-09-22

3. Large deviation expansions for the coefficients of random walks on the general linear group;The Annals of Probability;2023-07-01

4. Moderate deviations and local limit theorems for the coefficients of random walks on the general linear group;Stochastic Processes and their Applications;2023-04

5. A zero-one law for invariant measures and a local limit theorem for coefficients of random walks on the general linear group;Annales de l'Institut Henri Poincaré, Probabilités et Statistiques;2022-11-01

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