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 SM ISO690:2012GRAMA, 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 |
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Conferința "Conference of Mathematical Society of the Republic of Moldova" Chișinău, Moldova, 19-23 august 2014 | ||||||
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| Pag. 74-77 | ||||||
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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. |
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| Cuvinte-cheie general linear group, random walks, conditional random walk, limit theorems |
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