Affine stochastic recursions and stable laws

DOI10.1016/j.crma.2013.01.002zbMath1271.60036OpenAlexW2012608052MaRDI QIDQ1942082

Yves Guivarc'h, Emile Le Page, Zhi-Qiang Gao

Publication date: 15 March 2013

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.crma.2013.01.002

zbMATH Keywords

stable lawsaffine stochastic recursions

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05)

Cites Work

• Unnamed Item
• Convergence to stable laws for a class of multidimensional stochastic recursions
• Convergence to stable laws for multidimensional stochastic recursions: the case of regular matrices
• Stable laws and spectral gap properties for affine random walks
• Théorie ergodique pour des classes d'opérations non completement continues
• Produits de matrices aléatoires et applications aux propriétés géometriques des sous-groupes du groupe linéaire
• R-REGULAR ELEMENTS IN ZARISKIDENSE SUBGROUPS
• Heavy tail properties of stationary solutions of multidimensional stochastic recursions
• On spectral properties of a family of transfer operators and convergence to stable laws for affine random walks
• Random walks in a random environment

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