Limit Theorems For Random Walks In The General Linear Group
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GRAMA, Ion, LE PAGE, Emile, PEIGNÉ, Marc. Limit Theorems For Random Walks In The General Linear Group. In: Conference of Mathematical Society of the Republic of Moldova, 19-23 august 2014, Chișinău. Chișinău: "VALINEX" SRL, 2014, 3, pp. 74-77. ISBN 978-9975-68-244-2.
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Conference of Mathematical Society of the Republic of Moldova
3, 2014
Conferința "Conference of Mathematical Society of the Republic of Moldova"
Chișinău, Moldova, 19-23 august 2014

Limit Theorems For Random Walks In The General Linear Group

Pag. 74-77

Grama Ion1, Le Page Emile2, Peigné Marc3
 
1 Université de Bretagne-Sud,
2 Universite de Bretagne Sud,
3 Universitatea Francois Rabelais din Tours
 
 
Disponibil în IBN: 9 octombrie 2017


Rezumat

Let Gn = gn : : : g1 be a random walk in the general linear group. We study the asymptotic of the exit time from the complement Bc of a closed unit ball B of the associated walk Gnv in the vector space V = Rd, where v is any starting vector in Bc. We establish a limit theorem for this walk conditioned to stay in Bc.

Cuvinte-cheie
general linear group, random walks, conditional random walk, limit theorems

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