Related papers: On the affine recursion on $\mathbb R_+^d$
Random sampling of large Markov matrices with a tunable spectral gap, a nonuniform stationary distribution, and a nondegenerate limiting empirical spectral distribution (ESD) is useful. Fix $c>0$ and $p>0$. Let $A_n$ be the adjacency matrix…
For any family of $N\times N$ random matrices $(\mathbf{A}_k)_{k\in K}$ which is invariant, in law, under unitary conjugation, we give general sufficient conditions for central limit theorems for random variables of the type…
The recurrence features of persistent random walks built from variable length Markov chains are investigated. We observe that these stochastic processes can be seen as L{\'e}vy walks for which the persistence times depend on some internal…
If $(C_n)$ is a Markov chain on a discrete state space ${\mathcal{S}}$, a Markov chain $(C_n,M_n)$ on the product space ${\mathcal{S}}\times{\mathcal{S}}$, the cat and mouse Markov chain, is constructed. The first coordinate of this Markov…
We characterize Radon measures $\mu$ in $\mathbb{R}^{n}$ that are $d$-rectifiable in the sense that their supports are covered up to $\mu$-measure zero by countably many $d$-dimensional Lipschitz graphs and $\mu \ll \mathcal{H}^{d}$. The…
We consider a locally finite (Radon) measure on $ SO^+(d,1)/ \Gamma $ invariant under a horospherical subgroup of $ SO^+(d,1) $ where $ \Gamma $ is a discrete, but not necessarily geometrically finite, subgroup. We show that whenever the…
We classify measures on $\{0,1\}^{\mathbb{Z}^d}$, $d \geq 3$, the space of subsets of $\mathbb{Z}^d$, which are invariant under all affine special linear transformations. In other words, we classify simple point processes on $\mathbb{Z}^d$…
Given $d \in {\bf N}, \lambda >0$, the random connection model in a region $A \subseteq {\bf R}^d$ is a graph with vertex set given by a homogeneous Poisson point process of intensity $\lambda $ in $A$, with an edge placed between each pair…
Let $F_n$ be an $n$ by $n$ symmetric matrix whose entries are bounded by $n^{\gamma}$ for some $\gamma>0$. Consider a randomly perturbed matrix $M_n=F_n+X_n$, where $X_n$ is a random symmetric matrix whose upper diagonal entries $x_{ij}$…
Given a weakly decreasing positive integer sequence $\lambda = (\lambda_1,\dotsc,\lambda_\ell)$ summing to $n$, let $\chi^\lambda$ denote the irreducible character of the symmetric group $S_n$ indexed by $\lambda$. This representation has…
The first aim of this paper is to introduce a class of Markov chains on $\mathbb{Z}_+$ which are discrete self-similar in the sense that their semigroups satisfy an invariance property expressed in terms of a discrete random dilation…
In this paper we study the Lyapunov spectrum rigidity for random walks of expanding maps on unit circle $\mathbb{S}^1$ and Anosov diffeomorphisms on $d$-torus $\mathbb{T}^d$. Let $\nu$ be a probability supported on the set of expanding maps…
We consider the Markov chain $\{X_n^x\}_{n=0}^\infty$ on $\R^d$ defined by the stochastic recursion $X_{n}^{x}=\p_{\theta_{n}}(X_{n-1}^{x})$, starting at $x\in\R^d$, where $\theta_{1}, \theta_{2},...$ are i.i.d. random variables taking…
Characterizing rectifiability of Radon measures in Euclidean space has led to fundamental contributions to geometric measure theory. Conditions involving existence of principal values of certain singular integrals…
For certain natural families of topologies, we study continuity and stability of statistical properties of random walks on linear groups over local fields. We extend large deviation results known in the Archimedean case to non-Archimedean…
We consider a Markov chain X_1, X_2, ..., X_n belonging to a class of iterated random functions, which is "one-step contracting" with respect to some distance d. If f is any separately Lipschitz function with respect to d, we use a well…
We consider the problem of estimating the asymptotic variance of a function defined on a Markov chain, an important step for statistical inference of the stationary mean. We design a novel recursive estimator that requires $O(1)$…
This work establishes a quenched (trajectory-wise) linear response formula for random intermittent dynamical systems, consisting of Liverani-Saussol-Vaienti maps with varying parameters. This result complements recent annealed (averaged)…
We show that for any positive integer $d$, there are families of switched linear systems---in fixed dimension and defined by two matrices only---that are stable under arbitrary switching but do not admit (i) a polynomial Lyapunov function…
Fix a finite set $S \subset {GL}(k,\mathbb{Z})$. Denote by $a_n$ the number of products of matrices in $S$ of length $n$ that are equal to 1. We show that the sequence $\{a_n\}$ is not always P-recursive. This answers a question of…