Conditioned limit theorems for products of random matrices

DOI10.1007/s00440-016-0719-zzbMath1406.60015arXiv1411.0423OpenAlexW2266948488MaRDI QIDQ2363648

Marc Peigné, I. G. Grama, Emile Le Page

Publication date: 25 July 2017

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1411.0423

zbMATH Keywords

Markov chainsrandom matricesspectral gapexit time

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Discrete-time Markov processes on general state spaces (60J05) Probabilistic potential theory (60J45)

Related Items (13)

First-passage times for random walks with nonidentically distributed increments ⋮ Limit theorems for affine Markov walks conditioned to stay positive ⋮ Limit theorems for critical branching processes in a finite-state-space Markovian environment ⋮ Multitype branching processes in random environment ⋮ Limit theorems for Markov walks conditioned to stay positive under a spectral gap assumption ⋮ Multitype Branching Processes in Random Environment: Probability of Survival for the Critical Case ⋮ Conditioned limit theorems for hyperbolic dynamical systems ⋮ Large deviation expansions for the coefficients of random walks on the general linear group ⋮ The survival probability of critical and subcritical branching processes in finite state space Markovian environment ⋮ Alternative constructions of a harmonic function for a random walk in a cone ⋮ Conditioned local limit theorems for random walks defined on finite Markov chains ⋮ The survival probability of a critical multi-type branching process in i.i.d. random environment ⋮ Higher order asymptotics for large deviations – Part I

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