CENTRAL LIMIT THEOREM FOR LINEAR GROUPS

• 成果类型: Article
• 署名作者: Benoist, Yves; Quint, Jean-Francois
• 署名单位: Universite Paris Saclay; Centre National de la Recherche Scientifique (CNRS); Universite de Bordeaux; Centre National de la Recherche Scientifique (CNRS)
• 刊物名称: ANNALS OF PROBABILITY
• ISSN/ISSBN: 0091-1798
• DOI: 10.1214/15-AOP1002
• 发表日期: 2016
• 页码: 1308-1340
• 关键词: random matrices; random-walks; stationary measures; projective spaces; markov-chains; large numbers; PRODUCTS; LAW; CONVERGENCE; torus

摘要

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