Homogeneity at infinity of stationary solutions of multivariate affine stochastic recursions

DOI10.1007/978-3-642-38806-4_6MaRDI QIDQ2863574zbMATH OpenOpenAlexFDO

Authors Yves Guivarc'h, Émile Le Page

Publication date 22 November 2013

Published in Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-642-38806-4_6

zbMATH Keywords

Lyapunov exponentspectral gapZariski closureaffine random walklinear group actionproximal element

Mathematics Subject Classification ID

Probability theory on linear topological spaces (60B11) Dynamics induced by group actions other than (mathbb{Z}) and (mathbb{R}), and (mathbb{C}) (37C85)

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Cited in

(8)

• On the homogeneity at infinity of the stationary probability for an affine random walk
• Heavy tail properties of stationary solutions of multidimensional stochastic recursions
• Tail homogeneity of invariant measures of multidimensional stochastic recursions in a critical case
• Asymptotics of stationary solutions of multivariate stochastic recursions with heavy tailed inputs and related limit theorems
• Affine stochastic recursions and stable laws
• Tail-homogeneity of stationary measures for some multidimensional stochastic recursions
• Convergence to stable laws for a class of multidimensional stochastic recursions
• Spectral gap properties for linear random walks and Pareto's asymptotics for affine stochastic recursions

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