É. Le Page

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20112020

most citedCentral limit theorem for a critical multi-type branching process in random environment

5 citations · 9 across the 5 of their papers we have counts for

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math.PR2020★ 5 cited

Central limit theorem for a critical multi-type branching process in random environment

E. Le Page, M. Peigné, C. Pham

Let (Z n) n $\geq$ 0 with Z n = (Z n (i, j)) 1 $\leq$ i,j $\leq$ p be a p multi-type critical branching process in random environment, and let M n be the expectation of Z n given a fixed en…

math.PR2016

On spectral gap properties and extreme value theory for multivariate affine stochastic recursions

Yves Guivarc'H, Emile Le Page

We consider a general multivariate affine stochastic recursion and the associated Markov chain on $R^{d}$ . We assume a natural geometric condition which implies existence o…

math.PR2016

Limit theorems for affine Markov walks conditioned to stay positive

Ion Grama, Ronan Lauvergnat, Émile Le Page

Consider the real Markov walk $S_{n} = X_{1} + \dots + X_{n}$ with increments $(X_{n})_{n \geq 1}$ defined by a stochastic recursion starting at $X_{0} = x$ . For a starting point $y > 0$ …

math.PR2014

Conditioned limit theorems for products of random matrices

Ion Grama, Emile Le Page, Marc Peigné

Consider the product $G_{n} = g_{n} ... g_{1}$ of the random matrices $g_{1}, ..., g_{n}$ in $G L (d, R)$ and the random process $G_{n} v = g_{n} ... g_{1} v$ in $R^{d}$ st…

math.PR2012★ 4 cited

Spectral gap properties for linear random walks and Pareto's asymptotics for affine stochastic recursions

Yves Guivarc'H, Emile Le Page

Let $V = R^{d}$ be the Euclidean $d$ -dimensional space, $μ$ (resp $λ$ ) a probability measure on the linear (resp affine) group $G = G L (V)$ (resp $H= \Aff (V))$ and assume that…

math.PR2011

Stable laws and spectral gap properties for affine random walks

Zhiqiang Gao, Yves Guivarc'h, Emile Le Page

We consider a general multidimensional affine recursion with corresponding Markov operator $P$ and a unique $P$ -stationary measure. We show spectral gap properties on Hölder spaces…