Abstract
We prove a central limit theorem for random walks with finite variance on linear groups.
Citation
Yves Benoist. Jean-François Quint. "Central limit theorem for linear groups." Ann. Probab. 44 (2) 1308 - 1340, March 2016. https://doi.org/10.1214/15-AOP1002
Information
Received: 1 April 2013; Revised: 1 June 2014; Published: March 2016
First available in Project Euclid: 14 March 2016
zbMATH: 1341.22006
MathSciNet: MR3474473
Digital Object Identifier: 10.1214/15-AOP1002
Subjects:
Primary:
22E40
,
60G42
,
60G50
Keywords:
Cocycle
,
martingale
,
Random walk
,
semisimple group
,
stationary measure
Rights: Copyright © 2016 Institute of Mathematical Statistics
