Recurrent random walks in nonnegative matrices. II (Q1326252)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Recurrent random walks in nonnegative matrices. II
scientific article

    Statements

    Recurrent random walks in nonnegative matrices. II (English)
    0 references
    15 August 1994
    0 references
    We continue the study undertaken in our earlier paper [ibid. 91, No. 3/4, 297-306 (1992; Zbl 0739.60006)]. One of the main results here can be described as follows. Let \(X_ 0, X_ 1,\dots\) be a sequence of i.i.d. random affine maps from \((R^ +)^ d\) into itself. Let us write: \(W_ n \equiv X_ n X_{n-1} \dots X_ 0\) and \(Z_ n \equiv X_ 0 X_ 1 \dots X_ n\), where ``composition'' of maps is the rule of multiplication. By the attractor \({\mathcal A} (u)\), \(u \in(R^ +)^ d\), we mean the set \({\mathcal A} (u)=\{y \in (R^ +)^ d:P(W_ nu \in N\) i.o.) \(>0\) for every open \(N\) containing \(y\}\). It is shown that the attractor \({\mathcal A} (u)\), under mild conditions, is the support of a stationary probability measure, when the random walk \((Z_ n)\) has at least one recurrent state.
    0 references
    random matrices
    0 references
    random affine maps
    0 references
    stationary probability measure
    0 references
    0 references

    Identifiers