Stable laws and spectral gap properties for affine random walks
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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 (5)
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
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