Explicit stationary distributions for compositions of random functions and products of random matrices

DOI10.1007/BF01046992zbMATH Open0728.60012OpenAlexW1988243855MaRDI QIDQ805044FDOQ805044

Authors: Jean-François Chamayou, Gérard Letac 

Publication date: 1991

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01046992

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zbMATH Keywords

[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=M%EF%BF%BD%EF%BF%BDbius+function&go=Go M��bius function]Markov chainrandom continued fractionsstationary distributions

Mathematics Subject Classification ID

Limit theorems in probability theory (60F99) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)

Cites Work

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Cited In (43)

• Dirichlet and Quasi-Bernoulli Laws for Perpetuities
• Sieving random iterative function systems
• The Lyapunov exponent of products of random \(2\times 2\) matrices close to the identity
• Perpetuities with thin tails revisited
• Random logistic maps and Lyapunov exponents
• Quenched limits for the fluctuations of transient random walks in random environment on \(\mathbb{Z}\)
• Beta-hypergeometric probability distribution on symmetric matrices
• Random walks in Dirichlet environment: an overview. Dedicated to Dominique Bakry on the occasion of his 60th birthday
• Random continued fractions with beta-hypergeometric distribution
• On the stability of planar randomly switched systems
• Discussion of “A Gibbs Sampler for a Class of Random Convex Polytopes”
• Matsumoto-Yor and Dufresne type theorems for a random walk on positive definite matrices
• Algebraic properties of beta and gamma distributions, and applications
• Strong Convergence for URN Models with Reducible Replacement Policy
• Beta-hypergeometric distributions and random continued fractions
• Present value distributions with applications to ruin theory and stochastic equations
• Random difference equations with logarithmic distribution and the triggered shot noise
• Explicit invariant measures for products of random matrices
• On Kummer's distribution of type two and a generalized beta distribution
• The beta product distribution with complex parameters
• Gibbs sampling, exponential families and orthogonal polynomials
• Asymptotic direction of random walks in Dirichlet environment
• Random difference equations: An asymptotical result
• Another look at the integral of exponential Brownian motion and the pricing of Asian options
• The transport map computed by iterated function system
• Asymptotic measures of random logistic maps
• Random walks in random Dirichlet environment are transient in dimension \(d \geq 3\)
• Second order properties of distribution tails and estimation of tail exponents in random difference equations
• On the stochastic equation \(\mathcal{L}(Z) = \mathcal{L} [V(X + Z)]\) and properties of Mittag-Leffler distributions
• Kshirsagar-Tan independence property of beta matrices and related characterizations
• Random walks in the hyperbolic plane and the Minkowski question mark function
• Dubins-Freedman processes and RC filters
• On beta distributed limits of iterated linear random functions
• Donkey walk and Dirichlet distributions
• Random walks in random hypergeometric environment
• The Distribution of a Perpetuity, with Applications to Risk Theory and Pension Funding
• A probabilistic representation of constants in Kesten's renewal theorem
• Quantitative bounds for Markov chain convergence: Wasserstein and total variation distances
• Products of random matrices and generalised quantum point scatterers
• A Characterisation of Transient Random Walks on Stochastic Matrices with Dirichlet Distributed Limits
• Factorized duality, stationary product measures and generating functions
• Limit laws for transient random walks in random environment on \(\mathbb Z\)
• Random difference equations with subexponential innovations

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