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On the tails of the invariant measure for multidimensional affine stochastic recursions in the critical case
Probability · Submitted 22 Sep 2026
abstract compiled · 2026-09-24 · no language-model review
The authors' main claim Our goal is to show that this slowly varying function is actually bounded.
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The abstract, sentence by sentence
We study the behavior at infinity of the invariant Radon measure for the multidimensional affine stochastic recursion $V_n = A_n V_{n-1} + B_n,$ where $(A_n)_{n \geq 1}$ are positive random matrices, $(B_n)_{n \geq 1}$ are random vectors with nonnegative entries, and $(A_n, B_n)_{n \geq 1}$ are independent and identically distributed. In the critical regime where the top Lyapunov exponent of the random matrix products $A_n \cdots A_1$ is zero, Brofferio, Peign\'e and Pham [6] recently established the existence and uniqueness, up to multiplication by a constant, of an invariant Radon measure with infinite total mass. They proved that the tail behavior of this measure when applied to radial sets is governed by a slowly varying function. Our goal is to show that this slowly varying function is actually bounded. Moreover, we investigate directional tail behavior.
background contribution method result interpretation main claim
| # | sentence | role | the authors' own work | states the main conclusion | strength |
|---|---|---|---|---|---|
| s0 | We study the behavior at infinity of the invariant Radon measure for the multidimensional affine stochastic recursion $V_n = A_n V_{n-1} + B_n,$ where $(A_n)_{n \geq 1}$ are positive random matrices, $(B_n)_{n \geq 1}$ are random vectors with nonnegative entries, and $(A_n, B_n)_{n \geq 1}$ are independent and identically distributed. | background 0.59 | 0.48 | 0.03 | asserted 0.94 |
| s1 | In the critical regime where the top Lyapunov exponent of the random matrix products $A_n \cdots A_1$ is zero, Brofferio, Peign\'e and Pham [6] recently established the existence and uniqueness, up to multiplication by a constant, of an invariant Radon measure with infinite total mass. | background 1.00 | 0.03 | 0.05 | asserted 1.00 |
| s2 | They proved that the tail behavior of this measure when applied to radial sets is governed by a slowly varying function. | background 0.98 | 0.03 | 0.05 | asserted 1.00 |
| s3 | Our goal is to show that this slowly varying function is actually bounded. | contribution 0.84 | 0.36 | 0.62 | asserted 0.99 |
| s4 | Moreover, we investigate directional tail behavior. | contribution 0.98 | 0.60 | 0.04 | asserted 0.62 |
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The paper
Original abstract
We study the behavior at infinity of the invariant Radon measure for the multidimensional affine stochastic recursion $V_n = A_n V_{n-1} + B_n,$ where $(A_n)_{n \geq 1}$ are positive random matrices, $(B_n)_{n \geq 1}$ are random vectors with nonnegative entries, and $(A_n, B_n)_{n \geq 1}$ are independent and identically distributed. In the critical regime where the top Lyapunov exponent of the random matrix products $A_n \cdots A_1$ is zero, Brofferio, Peign\'e and Pham [6] recently established the existence and uniqueness, up to multiplication by a constant, of an invariant Radon measure with infinite total mass. They proved that the tail behavior of this measure when applied to radial sets is governed by a slowly varying function. Our goal is to show that this slowly varying function is actually bounded. Moreover, we investigate directional tail behavior.
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