Stable laws and spectral gap properties for affine random walks
From MaRDI portal
Publication:2261602
DOI10.1214/13-AIHP566zbMath1330.60016arXiv1108.3146MaRDI QIDQ2261602
Yves Guivarc'h, Zhi-Qiang Gao, Emile Le Page
Publication date: 9 March 2015
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1108.3146
Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05) Random matrices (probabilistic aspects) (60B20)
Related Items
Spectral gap properties for linear random walks and Pareto's asymptotics for affine stochastic recursions, Limit theorems for Markov walks conditioned to stay positive under a spectral gap assumption, Affine stochastic recursions and stable laws, Convergence to stable laws for multidimensional stochastic recursions: the case of regular matrices, The cluster index of regularly varying sequences with applications to limit theory for functions of multivariate Markov chains
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Ergodicity of group actions and spectral gap, applications to random walks and Markov shifts
- Heavy tail phenomenon and convergence to stable laws for iterated Lipschitz maps
- On mixing properties of compact group extensions of hyperbolic systems
- Convergence to stable laws for a class of multidimensional stochastic recursions
- Implicit renewal theory and tails of solutions of random equations
- Tail-homogeneity of stationary measures for some multidimensional stochastic recursions
- Linear and sub-linear growth and the CLT for hitting times of a random walk in random environment on a strip
- Local limit theorem for nonuniformly partially hyperbolic skew-products and Farey sequences
- Strict stationarity of generalized autoregressive processes
- Random difference equations and renewal theory for products of random matrices
- Renewal theory for functionals of a Markov chain with general state space
- Limit theory for the sample autocorrelations and extremes of a GARCH \((1,1)\) process.
- Central limit theorems for iterated random Lipschitz mappings.
- Zariski closure and the dimension of the Gaussian law of the product of random matrices. I
- Convergence to stable laws for multidimensional stochastic recursions: the case of regular matrices
- Théorie ergodique pour des classes d'opérations non completement continues
- Tail behaviour of stationary solutions of random difference equations: the case of regular matrices
- Asymptotic laws for geodesic homology on hyperbolic manifolds with cusps
- Sharp ergodic theorems for group actions and strong ergodicity
- R-REGULAR ELEMENTS IN ZARISKIDENSE SUBGROUPS
- Semigroup actions on tori and stationary measures on projective spaces
- Random walks in a random environment
