How a centred random walk on the affine group goes to infinity (Q1874506)
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English | How a centred random walk on the affine group goes to infinity |
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How a centred random walk on the affine group goes to infinity (English)
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25 May 2003
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The author investigates so-called critical random walks on the affine group \(\mathbb{R}^+_*\times \mathbb{R}^d\) where the dilation parts of the random walk are centered. In particular, for left random walks the uniqueness of an invariant measure for the induced Markov chain on \(\mathbb{R}^d\) is derived. Moreover, it is shown that right random walks satisfying a moment condition tend to infinity.
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random walks on the affine group
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limit theorems
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invariant measure
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stability
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