5 papers · 1 filter
A local limit theorem for nonlattice multidimensional random walks in cones
Thi da Cam Pham, Marc Peigné, Doan Thai Son
We study the asymptotic behavior of a nonlattice random walk in a general cone of . Following the approach initiated by D. Denisov and V. Wachtel in [8], we use a strong appr…
A local limit theorem for lattice oscillating random walks
M. Peigné, C. Pham, T. D. Vo
In this paper, we obtain a local limit theorem for the Kemperman's model of oscillating random walk on ; it extends the existing results for classical random walks on $…
Recurrence of multidimensional affine recursions in the critical case
Richard Aoun, Sara Brofferio, Marc Peigné
We prove, under different natural hypotheses, that the random multidimensional affine recursion , is recurrent in the critical case. In…
A functional limit theorem for lattice oscillating random walk
Marc Peigné, Tran Duy Vo
The paper is devoted to an invariance principle for Kemperman's model of oscillating random walk on . This result appears as an extension of the invariance principal th…
The survival probability of a weakly subcritical multitype branching process in iid random environment
M Peigné, C Pham
We study the asymptotic behavior of the probability of non extinction of a weakly subcritical multitype branching process in iid random environments. Under suitable assumptions, th…