The Annals of Probability

Central limit theorem for linear groups

Yves Benoist and Jean-François Quint

Full-text: Open access

Abstract

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

Article information

Source
Ann. Probab., Volume 44, Number 2 (2016), 1308-1340.

Dates
Received: April 2013
Revised: June 2014
First available in Project Euclid: 14 March 2016

Permanent link to this document
https://projecteuclid.org/euclid.aop/1457960397

Digital Object Identifier
doi:10.1214/15-AOP1002

Mathematical Reviews number (MathSciNet)
MR3474473

Zentralblatt MATH identifier
1341.22006

Subjects
Primary: 22E40: Discrete subgroups of Lie groups [See also 20Hxx, 32Nxx] 60G42: Martingales with discrete parameter 60G50: Sums of independent random variables; random walks

Keywords
Random walk martingale stationary measure cocycle semisimple group

Citation

Benoist, Yves; Quint, Jean-François. Central limit theorem for linear groups. Ann. Probab. 44 (2016), no. 2, 1308--1340. doi:10.1214/15-AOP1002. https://projecteuclid.org/euclid.aop/1457960397


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