Recurrence of multidimensional affine recursions in the critical case
Probability
2024-08-08 v1
Abstract
We prove, under different natural hypotheses, that the random multidimensional affine recursion is recurrent in the critical case. In particular we cover the cases where the matrices are similarities, invertible, rank 1 or with non negative coefficients. These results are a consequence of a criterion of recurrence for a large class of affine recursions on , based on some moment assumptions of the so-called ``reverse norm control random variable".
Keywords
Cite
@article{arxiv.2408.03853,
title = {Recurrence of multidimensional affine recursions in the critical case},
author = {Richard Aoun and Sara Brofferio and Marc Peigné},
journal= {arXiv preprint arXiv:2408.03853},
year = {2024}
}
Comments
27 pages