Stable laws and spectral gap properties for affine random walks

Zhiqiang Gao; Yves Guivarc'h; Emile Le Page

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arXiv · 1108.3146

Stable laws and spectral gap properties for affine random walks

Zhiqiang Gao·Yves Guivarc'h·Emile Le Page

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Abstract

We consider a general multidimensional affine recursion with corresponding Markov operator $P$ and a unique $P$-stationary measure. We show spectral gap properties on H\"older spaces for the corresponding Fourier operators and we deduce convergence to stable laws for the Birkhoff sums along the recursion. The parameters of the stable laws are expressed in terms of basic quantities depending essentially on the matricial multiplicative part of $P$. Spectral gap properties of $P$ and homogeneity at infinity of the $P$-stationary measure play an important role in the proofs.

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Zhiqiang Gao, Yves Guivarc'h, Emile Le Page. 2011-08-16. Stable laws and spectral gap properties for affine random walks. https://arxiv.org/abs/1108.3146

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