Convergence to stable laws for multidimensional stochastic recursions: the case of regular matrices

Given a sequence $(M_{n},Q_{n})_{n\ge 1}$ of i.i.d.\ random variables with generic copy $(M,Q) \in GL(d, \R) \times \R^d$, we consider the random difference equation (RDE) $$R_{n}=M_{n}R_{n-1}+Q_{n},$$ $n\ge 1$, and assume the existence of $\kappa >0$ such that \lim_{n \to \infty}(\E{\norm{M_1 ... M_n}^\kappa})^{\frac{1}{n}} = 1 . We prove, under suitable assumptions, that the sequence $S_n = R_1 + ... + R_n$, appropriately normalized, converges in law to a multidimensional stable distribution with index $\kappa$. As a by-product, we show that the unique stationary solution $R$ of the RDE is regularly varying with index $\kappa$, and give a precise description of its tail measure. This extends the prior work http://arxiv.org/abs/1009.1728v3 .Comment: 15 page

Conditional Acceptability for Random Variables

Acceptable random variables introduced by Giuliano Antonini et al. (J. Math. Anal. Appl. 338:1188-1203, 2008) form a class of dependent random variables that contains negatively dependent random variables as a particular case. The concept of acceptability has been studied by authors under various versions of the definition, such as extended acceptability or wide acceptability. In this paper, we combine the concept of acceptability with the concept of conditioning, which has been the subject of current research activity. For conditionally acceptable random variables, we provide a number of probability inequalities that can be used to obtain asymptotic results

Shot noise in mesoscopic systems

This is a review of shot noise, the time-dependent fluctuations in the electrical current due to the discreteness of the electron charge, in small conductors. The shot-noise power can be smaller than that of a Poisson process as a result of correlations in the electron transmission imposed by the Pauli principle. This suppression takes on simple universal values in a symmetric double-barrier junction (suppression factor 1/2), a disordered metal (factor 1/3), and a chaotic cavity (factor 1/4). Loss of phase coherence has no effect on this shot-noise suppression, while thermalization of the electrons due to electron-electron scattering increases the shot noise slightly. Sub-Poissonian shot noise has been observed experimentally. So far unobserved phenomena involve the interplay of shot noise with the Aharonov-Bohm effect, Andreev reflection, and the fractional quantum Hall effect.Comment: 37 pages, Latex, 10 figures (eps). To be published in "Mesoscopic Electron Transport," edited by L. P. Kouwenhoven, G. Schoen, and L. L. Sohn, NATO ASI Series E (Kluwer Academic Publishing, Dordrecht