CORDIS Project
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This project investigates stochastic recursions and their applications in branching processes. It focuses on studying dependent increments in stationary Markov chains and aims to develop limit theorems for matrix recursions.
The project concerns investigations of stochastic recursions, related limit theorems and their applications in branching processes.
Recently we have proved many properties of matrix recursions, when the Lyapunov exponent is negative, including precise description of the tail of the stationary measure and resulting limit theorems.
We are going to develop further the methods we have used and apply them to study new problems.
The main research objectives are:- Studying of stochastic recursions when…
UNIVERSITE DE RENNES I
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