How a centred random walk on the affine group goes to infinity
type: Item
instance of: scholarly article
title: How a centred random walk on the affine group goes to infinity
zbMATH Open document ID: 1016.60006
DOI: 10.1016/S0246-0203(02)00015-8
author: Sara Brofferio
published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques
publication date: 2003-05-25T00:00:00Z
full work available at URL: http://www.numdam.org/item
full work available at URL: https://eudml.org/doc/77767
review text: The author investigates so-called critical random walks on the affine group \(\mathbb{R}^+_*\times \mathbb{R}^d\) where the dilation parts of the random walk are centered. In particular, for left random walks the uniqueness of an invariant measure for the induced Markov chain on \(\mathbb{R}^d\) is derived. Moreover, it is shown that right random walks satisfying a moment condition tend to infinity.
Mathematics Subject Classification ID: 60B15
Mathematics Subject Classification ID: 60J10
Mathematics Subject Classification ID: 60G50
zbMATH DE Number: 1915674
zbMATH Keywords: random walks on the affine group
zbMATH Keywords: limit theorems
zbMATH Keywords: invariant measure
zbMATH Keywords: stability
reviewed by: Michael Voit
MaRDI profile type: Publication
OpenAlex ID: W1595312485
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description: scientific article; zbMATH DE number 1915674