On tails of stationary measures on a class of solvable groups
The Hua system on irreducible Hermitian symmetric spaces of nontube type
Let be an irreducible Hermitian symmetric space of noncompact type. We study a - invariant system of differential operators on called the Hua system. It was proved by K. Johnson and A. Korányi that if is a Hermitian symmetric space of tube type, then the space of Poisson-Szegö integrals is precisely the space of zeros of the Hua system. N. Berline and M. Vergne raised the question about the nature of the common solutions of the Hua system for Hermitian symmetric spaces of nontube type. In...
Limit theorems for stochastic recursions with Markov dependent coefficients
We consider the stochastic recursion for Markov dependent coefficients (Aₙ,Bₙ) ∈ ℝ⁺ × ℝ. We prove the central limit theorem, the local limit theorem and the renewal theorem for the partial sums Sₙ = X₁+ ⋯ + Xₙ.
Regular behavior at infinity of stationary measures of stochastic recursion on NA groups
Let N be a simply connected nilpotent Lie group and let be a semidirect product, acting on N by diagonal automorphisms. Let (Qₙ,Mₙ) be a sequence of i.i.d. random variables with values in S. Under natural conditions, including contractivity in the mean, there is a unique stationary measure ν on N for the Markov process Xₙ = MₙXn-1 + Qₙ. We prove that for an appropriate homogeneous norm on N there is χ₀ such that . In particular, this applies to classical Poisson kernels on symmetric spaces,...
Hua-harmonic functions on symmetric type two Siegel domains
We study a natural system of second order differential operators on a symmetric Siegel domain that is invariant under the action of biholomorphic transformations. If is of type two, the space of real valued solutions coincides with pluriharmonic functions. We show the main idea of the proof and give a survey of previous results.
On the invariant measure of the random difference equation Xn = AnXn−1 + Bn in the critical case
We consider the autoregressive model on ℝ defined by the stochastic recursion = −1 + , where {( , )} are i.i.d. random variables valued in ℝ× ℝ+. The critical case, when , was studied by Babillot, Bougerol and Elie, who proved that there exists a unique invariant Radon measure for the Markov chain { }. In the present paper we prove that the weak limit of properly dilated...
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