论文标题

Edgeworth的扩展,用于一般线性群的随机步行系数

Edgeworth expansion for the coefficients of random walks on the general linear group

论文作者

Xiao, Hui, Grama, Ion, Liu, Quansheng

论文摘要

令$(g_n)_ {n \ geq 1} $为一系列独立且相同分布的随机元素,其中$ $ $ $ $ $ $ $ $ $ $ $ $ \ textUp {gl}(v)$,其中$ v = \ mathbb r^d $。考虑随机步行$ g_n:= g_n \ ldots g_1 $,$ n \ geq 1 $。在$μ$的适当条件下,我们建立了系数的一阶Edgeworth扩展,$ \ langle f,g_n v \ rangle $,$ v \ in V $中的$ v \ in v $ in v $ in v^*$中,与vector norm norm $ \ | g_n v \ | $相比,出现了新的额外术语。

Let $(g_n)_{n\geq 1}$ be a sequence of independent and identically distributed random elements with law $μ$ on the general linear group $\textup{GL}(V)$, where $V=\mathbb R^d$. Consider the random walk $G_n : = g_n \ldots g_1$, $n \geq 1$. Under suitable conditions on $μ$, we establish the first-order Edgeworth expansion for the coefficients $\langle f, G_n v \rangle$ with $v \in V$ and $f \in V^*$, in which a new additional term appears compared to the case of vector norm $\|G_n v\|$.

扫码加入交流群

加入微信交流群

微信交流群二维码

扫码加入学术交流群,获取更多资源