On spectral properties of a family of transfer operators and convergence to stable laws for affine random walks
From MaRDI portal
Publication:5387240
DOI10.1017/S0143385707001010zbMath1154.37306MaRDI QIDQ5387240
Publication date: 8 May 2008
Published in: Ergodic Theory and Dynamical Systems (Search for Journal in Brave)
Sums of independent random variables; random walks (60G50) Ergodic theorems, spectral theory, Markov operators (37A30) Dynamical systems and their relations with probability theory and stochastic processes (37A50)
Related Items (21)
Exponential growth of branching processes in a general context of lifetimes and birthtimes dependence ⋮ Multiplicative ergodicity of Laplace transforms for additive functional of Markov chains ⋮ Tail-homogeneity of stationary measures for some multidimensional stochastic recursions ⋮ Limit theorems for affine Markov walks conditioned to stay positive ⋮ Limit theorems for Markov walks conditioned to stay positive under a spectral gap assumption ⋮ Local limit theorems for random walks in a 1D random environment ⋮ Extreme-value asymptotics for affine random walks ⋮ Affine stochastic recursions and stable laws ⋮ Tail behavior of ACD models and consequences for likelihood-based estimation ⋮ Convergence to stable laws for multidimensional stochastic recursions: the case of regular matrices ⋮ Quenched limit theorems for nearest neighbour random walks in 1D random environment ⋮ The spectral method and the central limit theorem for general Markov chains ⋮ Asymptotics of stationary solutions of multivariate stochastic recursions with heavy tailed inputs and related limit theorems ⋮ Heavy tail phenomenon and convergence to stable laws for iterated Lipschitz maps ⋮ A renewal theorem for strongly ergodic Markov chains in dimension \(d \geq 3\) and centered case ⋮ Convergence to stable laws for a class of multidimensional stochastic recursions ⋮ Stable limits for sums of dependent infinite variance random variables ⋮ The Nagaev-Guivarc’h method via the Keller-Liverani theorem ⋮ Coupled iterated function systems that contract on average ⋮ Recurrence of multidimensional persistent random walks. Fourier and series criteria ⋮ The spectral method and the central limit theorem for general Markov chains
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Implicit renewal theory and tails of solutions of random equations
- Un théorème de la limite locale pour une classe de transformations dilatantes et monotones par morceaux
- Central limit theorem and stable laws for intermittent maps
- On some random walks on \(\mathbb{Z}\) in random medium
- Singular behaviour of certain infinite products of random 2 × 2 matrices
- LOCAL LIMIT THEOREMS FOR PARTIAL SUMS OF STATIONARY SEQUENCES GENERATED BY GIBBS–MARKOV MAPS
- Random walks in a random environment
- Recurrence and transience of random walks in random environments on a strip
- Limit theorems for Markov chains and stochastic properties of dynamical systems by quasi-compactness
This page was built for publication: On spectral properties of a family of transfer operators and convergence to stable laws for affine random walks
