Berry-Esseen bounds and moderate deviations for the norm, entries and spectral radius of products of positive random matrices (2010.00557v1)

Abstract: Let $(g_{n})_{n\geq 1}$ be a sequence of independent and identically distributed positive random $d\times d$ matrices and consider the matrix product $G_n: = g_n \ldots g_1$. Under suitable conditions, we establish the Berry-Esseen bounds on the rate of convergence in the central limit theorem and moderate deviation expansions of Cram\'er type, for the matrix norm $| G_n |$ of $G_n$, for its $(i,j)$-th entry $G_n^{i,j}$, and the and for its spectral radius $\rho(G_n)$.