Erratum to: “A note on Kesten’s Choquet-Deny lemma”. (English) Zbl 1334.60138

Mentemeier, Sebastian

Electron. Commun. Probab. 19, Paper No. 20, 2 p. (2014).

Summary: This is an erratum to the author’s paper [ibid. 18, Paper No. 65, 7 p. (2013; Zbl 1333.60159)]. In Proposition 3.1, Condition (C) does not imply that the set \(\Lambda (\Gamma )\) generates a dense subgroup of \(\mathbb R\). This has to be made an assumption. Alternatively, one can assume that the matrices are invertible.

MSC:

60J05	Discrete-time Markov processes on general state spaces
60B20	Random matrices (probabilistic aspects)
60K15	Markov renewal processes, semi-Markov processes
60B15	Probability measures on groups or semigroups, Fourier transforms, factorization
46A55	Convex sets in topological linear spaces; Choquet theory

Keywords:

Choquet-Deny lemma; Markov random walks; products of random matrices

Citations:

Zbl 1333.60159