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Chapitre D'ouvrage Année : 2013

Homogeneity at infinity of stationary solutions of Multivariate Affine Stochastic Recursions

Résumé

We consider an affine random walk on R*d . We assume the existence of a stationary probability m on R*d and we describe the shape at infinity of m ,if m has unbounded support
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Dates et versions

hal-00911852 , version 1 (30-11-2013)

Identifiants

  • HAL Id : hal-00911852 , version 1

Citer

Yves Guivarc'H, Emile Le Page. Homogeneity at infinity of stationary solutions of Multivariate Affine Stochastic Recursions. Alsmeyer G - Löwe M. Random Matrices and Iterated Random functions, Springer, pp.119-135, 2013, Springer Proceedings in Mathematics and Statistics, 978-3-642-3806-4. ⟨hal-00911852⟩
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