Limit theorems for stochastic exponentials of matrix-valued Lévy processes

We study the long-time behaviour of matrix-valued stochastic exponentials of Lévy processes, i.e. of multiplicative Lévy processes in the general linear group. In particular, we prove laws of large numbers as well as central limit theorems for the logarithmised norm, logarithmised entries and the logarithmised determinant of the stochastic exponential. Where possible, also Berry-Esseen bounds are stated.