Related papers: On the affine recursion on $\mathbb R_+^d$

We consider a general multivariate affine stochastic recursion and the associated Markov chain on $\mathbb R^{d}$. We assume a natural geometric condition which implies existence of an unbounded stationary solution and we show that the…

Given a sequence $(M_{n},Q_{n})_{n\ge 1}$ of i.i.d. random variables with generic copy $(M,Q)$ such that $M$ is a regular $d\times d$ matrix and $Q$ takes values in $\mathbb{R}^{d}$, we consider the random difference equation (RDE)…

We prove a Chernoff-type bound for sums of matrix-valued random variables sampled via a regular (aperiodic and irreducible) finite Markov chain. Specially, consider a random walk on a regular Markov chain and a Hermitian matrix-valued…

We characterize recurrence and transience of nonnegative multivariate autoregressive processes of order one with random contractive coefficient matrix, of subcritical multitype Galton-Watson branching processes in random environment with…

We analyze the asymptotic behavior of random variables $x(n,x\_0)$ defined by $x(0,x\_0)=x\_0$ and $x(n+1,x\_0)=A(n)x(n,x\_0)$, where $\sAn$ is a stationary and ergodic sequence of random matrices with entries in the semi-ring…

We study the singular values (and Lyapunov exponents) for products of $N$ independent $n\times n$ random matrices with i.i.d. entries. Such matrix products have been extensively analyzed using free probability, which applies when $n\to…

A measure is 1-rectifiable if there is a countable union of finite length curves whose complement has zero measure. We characterize 1-rectifiable Radon measures $\mu$ in $n$-dimensional Euclidean space for all $n\geq 2$ in terms of…

For each $n$, let $A_n=(\sigma_{ij})$ be an $n\times n$ deterministic matrix and let $X_n=(X_{ij})$ be an $n\times n$ random matrix with i.i.d. centered entries of unit variance. We study the asymptotic behavior of the empirical spectral…

We establish sharp estimates for the convergence rate of the Kranosel'ski\v{\i}-Mann fixed point iteration in general normed spaces, and we use them to show that the asymptotic regularity bound recently proved in [11] (Israel Journal of…

We are interested in the asymptotic behavior of Markov chains on the set of positive integers for which, loosely speaking, large jumps are rare and occur at a rate that behaves like a negative power of the current state, and such that small…

Denote by $\lambda_1(A), \ldots, \lambda_n(A)$ the eigenvalues of an $(n\times n)$-matrix $A$. Let $Z_n$ be an $(n\times n)$-matrix chosen uniformly at random from the matrix analogue to the classical $\ell_ p^n$-ball, defined as the set of…

We extend Hoeffding's lemma to general-state-space and not necessarily reversible Markov chains. Let $\{X_i\}_{i \ge 1}$ be a stationary Markov chain with invariant measure $\pi$ and absolute spectral gap $1-\lambda$, where $\lambda$ is…

Suppose that A_1,\dots, A_N are independent random matrices whose atoms are iid copies of a random variable \xi of mean zero and variance one. It is known from the works of Newman et. al. in the late 80s that when \xi is gaussian then…

In this paper we study the asymptotic behavior of linear processes having as innovations mean zero, square integrable functions of stationary reversible Markov chains. In doing so we shall preserve the generality of coefficients assuming…

In this paper, we consider convergence properties of a second order Markov chain. Similar to a column stochastic matrix is associated to a Markov chain, a so called {\em transition probability tensor} $P$ of order 3 and dimension $n$ is…

Let $\Lambda$ be a local truncated path algebra over an algebraically closed field $K$, i.e., $\Lambda$ is a quotient of a path algebra $KQ$ by the paths of length $L+1$, where $Q$ is the quiver with a single vertex and a finite number of…

We consider autoregressive sequences $X_n=aX_{n-1}+\xi_n$ and $M_n=\max\{aM_{n-1},\xi_n\}$ with a constant $a\in(0,1)$ and with positive, independent and identically distributed innovations $\{\xi_k\}$. It is known that if $\mathbf…

Any Zariski dense countable subgroup of $SL(d,R)$ is shown to carry a non-degenerate finitely supported symmetric random walk such that its harmonic measure on the flag space is singular. The main ingredients of the proof are: (1) a new…

We study an irreducible Markov chain on the category of finite abelian $p$-groups, whose stationary measure is the Cohen-Lenstra distribution. This Markov chain arises when one studies the cokernel of a random matrix $M$, after conditioning…

Conditional on the extended Riemann hypothesis, we show that with high probability, the characteristic polynomial of a random symmetric $\{\pm 1\}$-matrix is irreducible. This addresses a question raised by Eberhard in recent work. The main…