Stable laws and spectral gap properties for affine random walks
Probability
2013-05-13 v3
Abstract
We consider a general multidimensional affine recursion with corresponding Markov operator and a unique -stationary measure. We show spectral gap properties on H\"older spaces for the corresponding Fourier operators and we deduce convergence to stable laws for the Birkhoff sums along the recursion. The parameters of the stable laws are expressed in terms of basic quantities depending essentially on the matricial multiplicative part of . Spectral gap properties of and homogeneity at infinity of the -stationary measure play an important role in the proofs.
Keywords
Cite
@article{arxiv.1108.3146,
title = {Stable laws and spectral gap properties for affine random walks},
author = {Zhiqiang Gao and Yves Guivarc'h and Emile Le Page},
journal= {arXiv preprint arXiv:1108.3146},
year = {2013}
}
Comments
31 pages. Accepted by AIHP