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• W2963715703 abstract "This article is motivated by the quantitative study of the exponential growth of Markov-driven bifurcating processes [see Hervé et al. , ESAIM: PS 23 (2019) 584–606]. In this respect, a key property is the multiplicative ergodicity, which deals with the asymptotic behaviour of some Laplace-type transform of nonnegative additive functional of a Markov chain. We establish a spectral version of this multiplicative ergodicity property in a general framework. Our approach is based on the use of the operator perturbation method. We apply our general results to two examples of Markov chains, including linear autoregressive models. In these two examples the operator-type assumptions reduce to some expected finite moment conditions on the functional (no exponential moment conditions are assumed in this work)." @default.
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• W2963715703 date "2019-01-01" @default.
• W2963715703 modified "2023-10-17" @default.
• W2963715703 title "Multiplicative ergodicity of Laplace transforms for additive functional of Markov chains" @default.
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• W2963715703 doi "https://doi.org/10.1051/ps/2019003" @default.
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