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

Let(g_(n))_(n≥1) be a sequence of independent and identically distributed positive random d×d matrices and consider the matrix product G_(n)=g_(n)…g_1.Under suitable conditions,we establish the Berry-Esseen bounds on the rate of convergence in the central limit theorem and Cramer-type moderate deviation expansions,for any matrix norm ‖G_(n)‖ of G_(n),its entries G_(n)^(i,j) and its spectral radius ρ(G_(n)).Extended versions of their joint law with the direction of the random walk G_(n)x are also established,where x is a starting point in the unit sphere of R~d.

Moderate Deviations for Parameter Estimation in the Fractional Ornstein–Uhlenbeck Processes with Periodic Mean

In this paper,we study the asymptotic properties for the drift parameter estimators in the fractional Ornstein-Uhlenbeck process with periodic mean function and long range dependence.The Cremér-type moderate deviations,as well as the moderation deviation principle with explicit rate function can be obtained.