Objective
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 the consecutive increments are dependent and form a stationary Markov chain. Up to now only the affine recursion has been studied and under restrictive hypotheses, existence of the stationary measure and its tail have been described. We are going to prove related limit theorems and then to investigate matrix recursions and general stochastic recursions.
- Description of the invariant measure in the critical case, when the Lyapunov exponent is null. We have studied the case of one dimensional recursions and then we proved regular behavior at infinity of the invariant measure. Now we will concentrate on matrix recursions.
- Matrix valued branching processes and Mandelbrot equation. We would like, relying on our experience on affine recursions, to study multidimensional branching processes, where scalars are replaced by positive matrices. We will investigate existence of solutions of the Mandelbrot equation and their asymptotic properties. The problem is important in the context multitype branching processes and random walks on trees in random environments.
Programme(s)
Multi-annual funding programmes that define the EU’s priorities for research and innovation.
Multi-annual funding programmes that define the EU’s priorities for research and innovation.
Topic(s)
Calls for proposals are divided into topics. A topic defines a specific subject or area for which applicants can submit proposals. The description of a topic comprises its specific scope and the expected impact of the funded project.
Calls for proposals are divided into topics. A topic defines a specific subject or area for which applicants can submit proposals. The description of a topic comprises its specific scope and the expected impact of the funded project.
Call for proposal
Procedure for inviting applicants to submit project proposals, with the aim of receiving EU funding.
Procedure for inviting applicants to submit project proposals, with the aim of receiving EU funding.
FP7-PEOPLE-2009-IEF
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Funding Scheme
Funding scheme (or “Type of Action”) inside a programme with common features. It specifies: the scope of what is funded; the reimbursement rate; specific evaluation criteria to qualify for funding; and the use of simplified forms of costs like lump sums.
Funding scheme (or “Type of Action”) inside a programme with common features. It specifies: the scope of what is funded; the reimbursement rate; specific evaluation criteria to qualify for funding; and the use of simplified forms of costs like lump sums.
Coordinator
35065 RENNES CEDEX
France
The total costs incurred by this organisation to participate in the project, including direct and indirect costs. This amount is a subset of the overall project budget.