Orateur
Dr
Thi Da Cam PHAM
(Institut Denis Poisson, Faculté des sciences, Tours, France.)
Description
Inspired by a recent paper of I. Grama, E. Le Page and M. Peigné, we consider a
sequence of i.i.d. random matrices with non negative entries and study the fluctuations of the process for any non-zero vector in with non-negative coordinates.
Our method involves approximating this process by a martingale and
studying harmonic functions for its restriction to the upper half line.
Under certain conditions, the probability for this process to stay
in the upper half real line up to time decreases as
for some positive constant .
Auteur principal
Dr
Thi Da Cam PHAM
(Institut Denis Poisson, Faculté des sciences, Tours, France.)