A note on Kesten's Choquet-Deny lemma (vol 18, pg 1, 2013)

被引:0
|
作者
Mentemeier, Sebastian [1 ]
机构
[1] Uniwersytet Wroclawski, Wroclaw, Poland
关键词
Choquet-Deny Lemma; Markov Random Walks; Products of Random Matrices;
D O I
10.1214/ECP.v19-3381
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
There is an error in Proposition 3.1 in ECP volume 18 paper 65 (2013): Condition (C) does not imply that the set Lambda (Gamma) generates a dense subgroup of R. This has to be made an assumption. Alternatively, one can assume that the matrices are invertible.
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页码:1 / 2
页数:2
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