Local limit theorem and Edgeworth expansions for inhomogeneous random walks on $GL(d,\mathbb{R})$

Abstract

We prove a non-lattice local central limit theorem and Edgeworth expansions for the logarithm of the norms of products of invertible independent random matrices. Our conditions include a contraction assumption, an assumption that supports of the matrices are ``large enough" and their distributions are sufficiently regular. As a byproduct of the proof we are also able to provide a different proof to the optimal rates in the CLT proved in \cite{MatBE}. Like in \cite{MatBE} we provide several sufficient conditions for contraction.

19 pp