Local limit theorem for the operator norm of products of random matrices
Ion GramaJean-François QuintHui Xiao
所有作者
Ion GramaJean-François QuintHui Xiao
文献摘要
We prove a local limit theorem for the quantity ∥gn⋯g1∥, where g1,g2,… is a sequence of independent and identically distributed random invertible square matrices. The norm ∥⋅∥ is arbitrary and we make no proximality assumption.