Limit theorems for the coefficients of random walks on the general linear group

Hui Xiao, Ion Grama, Quansheng Liu

Let $(g_n{)}_{n\ge 1}$ be a sequence of independent and identically distributed random elements with law $\mu$ on the general linear group $\text{GL}(V)$, where $V={\mathbb{R}}^d$. Con…