Spectral gap properties for linear random walks and Pareto's asymptotics for affine stochastic recursions

DOI10.1214/15-AIHP668zbMath1357.60010arXiv1204.6004MaRDI QIDQ297434

Emile Le Page, Yves Guivarc'h

Publication date: 27 June 2016

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/1204.6004

zbMATH Keywords

random matricesspectral gaprenewal theoremaffine stochastic recursionPareto asymptotics

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Sums of independent random variables; random walks (60G50) Dynamical systems and their relations with probability theory and stochastic processes (37A50) Boundary theory for Markov processes (60J50) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)

Related Items (30)

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