Conditioned local limit theorems for products of positive random matrices (2310.07565v1)

Abstract: Consider the random matrix products $G_n: = g_n \ldots g_1$, where $(g_{n}){n\geq 1}$ is a sequence of independent and identically distributed positive random $d\times d$ matrices for any integer $d \geq 2$. For any starting point $x \in \mathbb R+^d$ with $|x| = 1$ and $y \geq 0$, consider the exit time $\tau_{x, y} = \inf { k \geq 1: y + \log |G_k x| < 0 }$. In this paper, we study the conditioned local probability $\mathbb P ( y + \log |G_n x| \in [0, \Delta] + z, \, \tau_{x, y} > n )$ under various assumptions on $y$ and $z$. For $y = o(\sqrt{n})$, we prove precise upper and lower bounds when $z$ is in a compact interval and give exact asymptotics when $z \to \infty$. We also study the case when $y \asymp \sqrt{n}$ and establish the corresponding asymptotics in function of the behaviour of $z$.