Advanced Search Results For "Guivarc'h, Yves"
Your filters
On the multidimensional stochastic equation $ {Y}_{n+1}={A}_{n}{Y}_{n}+{B}_{n}$
Publication Type: Academic Journal
Source(s): Comptes Rendus. Mathématique, Vol 339, Iss 7, Pp 499-502 (2004)
Abstract: We study the behavior at infinity of the tail of the stationary solution of a multidimensional linear auto-regressive process with random coefficients. We exhibit an extended class of multiplicative coefficients satisfying a condition of irreducibility...
Normalisation d'un processus de branchement critique dans un environnement aléatoire
Publication Type: Academic Journal
Source(s): Comptes Rendus. Mathématique, Vol 337, Iss 9, Pp 603-608 (2003)
Abstract: Let (Zn) be a critical branching process in an independent and identically distributed (i.i.d.) random environment. For each fixed environment ω, let Cn=Eω[Zn∣Zn>0] be the conditional expectation of Zn given Zn>0. We prove an analogue of Yaglom's law: ...
Random matrix products when the top Lyapunov exponent is simple.
Publication Type: Academic Journal
Source(s): Journal of the European Mathematical Society (EMS Publishing); 2020, Vol. 22 Issue 7, p2135-2182, 48p
Abstract: Copyright of Journal of the European Mathematical Society (EMS Publishing) is the property of European Mathematical Society - EMS - Publishing House GmbH and its content may not be copied or emailed to multiple sites or posted to a listserv without the...
On multidimensional Mandelbrot cascades.
Publication Type: Academic Journal
Source(s): Journal of Difference Equations & Applications; Nov2014, Vol. 20 Issue 11, p1523-1567, 45p
Abstract: Copyright of Journal of Difference Equations & Applications is the property of Taylor & Francis Ltd and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. Howeve...
Homogeneity at Infinity of Stationary Solutions of Multivariate Affine Stochastic Recursions.
Publication Type: Book
Source(s): Random Matrices & Iterated Random Functions; 2013, p119-135, 17p
Stable laws and spectral gap properties for affine random walks.
Publication Type: Academic Journal
Source(s): Annales de l'Institut Henri Poincare (B) Probability & Statistics. Feb2015, Vol. 51 Issue 1, p319-348. 30p.
Abstract: Nous considérons une relation de récurrence affine multidimensionelle à coefficients aléatoires et nous supposons que l’opérateur de Markov P associé a une unique probabilité stationnaire. Nous montrons la propriété de trou spectral pour les opérateurs...
On the embeddability of certain infinitely divisible probability measures on Lie groups.
Publication Type: Academic Journal
Source(s): Mathematische Zeitschrift; Oct2012, Vol. 272 Issue 1/2, p361-379, 19p
Abstract: Copyright of Mathematische Zeitschrift is the property of Springer Nature and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, downlo...
Convergence to stable laws for a class of multidimensional stochastic recursions.
Publication Type: Academic Journal
Source(s): Probability Theory & Related Fields; Nov2010, Vol. 148 Issue 3/4, p333-402, 70p
Abstract: Copyright of Probability Theory & Related Fields is the property of Springer Nature and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may pri...
Tail-homogeneity of stationary measures for some multidimensional stochastic recursions.
Publication Type: Academic Journal
Source(s): Probability Theory & Related Fields; Nov2009, Vol. 145 Issue 3/4, p385-420, 36p
Abstract: Copyright of Probability Theory & Related Fields is the property of Springer Nature and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may pri...
ON THE SPECTRUM OF A LARGE SUBGROUP OF A SEMISIMPLE GROUP.
Publication Type: Academic Journal
Source(s): Journal of Modern Dynamics; Jan2008, Vol. 2 Issue 1, p15-42, 28p