A conditioned local limit theorem for non-negative random matrices

DOI10.1007/S10959-024-01336-2MaRDI QIDQ6423611zbMATH OpenFDO

Authors Marc Peigné, D. C. Pham

Publication date 17 January 2023

Full work available at URL https://doi.org/10.1007/S10959-024-01336-2

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)

Abstract: Let $(S_n{)}_n$ be the random process on $mathbbR$ driven by the product of i.i.d. non-negative random matrices and $au$ its exit time from $]0,+infty[$. By using the adapted strategy initiated by D. Denisov and V. Wachtel, we obtain an asymptotic estimate and bounds of the probability that the process $(S_k{)}_k$ remains non negative up to time $n$ and simultaneously belongs to some compact set $[b,b+ell]subsetmathbb{R}^{\ast +}$ at time $n$.

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• The survival probability of a weakly subcritical multitype branching process in iid random environment

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