The rate of convergence for the renewal theorem in $\mathbb{R}^d$
Abstract
Let be a borelian probability measure on . Consider the random walk on defined by : for any , we set and where is an iid sequence of valued random variables of law . Guivarc'h and Raugi proved that under an assumption on the subgroup generated by the support of (strong irreducibility and proximality), this walk is transient. In particular, this proves that if is a compactly supported continuous function on , then the function is well defined for any . Guivarc'h and Le Page proved the renewal theorem in this situation : they study the possible limits of at and in this article, we study the rate of convergence in their renewal theorem. To do so, we consider the family of operators defined for any continuous function on the sphere and any by And we prove that, for some and any , where the norm is taken in some space of h\"older-continuous functions on the sphere.
Cite
@article{arxiv.1603.07214,
title = {The rate of convergence for the renewal theorem in $\mathbb{R}^d$},
author = {Jean-Baptiste Boyer},
journal= {arXiv preprint arXiv:1603.07214},
year = {2016}
}