Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: On spectral gap properties and extreme value theory for multivariate
  affine stochastic recursions   We consider a general multivariate affine stochastic recursion and the
associated Markov chain on $\mathbb R^{d}$. We assume a natural geometric
condition which implies existence of an unbounded stationary solution and we
show that the large values of the associated stationary process follow extreme
value properties of classical type, with a non trivial extremal index. We
develop some explicit consequences such as convergence to Fr{\'e}chet's law or
to an exponential law, as well as convergence to a stable law. The proof is
based on a spectral gap property for the action of associated positive
operators on spaces of regular functions with slow growth, and on the
clustering properties of large values in the recursion.

28
The categories of this paper are: alg-geom
32
The categories of this paper are: atom-ph
7
The categories of this paper are: hep-th
24
The categories of this paper are: dg-ga
8
The categories of this paper are: hep-ex
0
The categories of this paper are: hep-ph
27
The categories of this paper are: comp-gas
18
The categories of this paper are: econ
15
The categories of this paper are: nucl-ex
19
The categories of this paper are: eess
29
The categories of this paper are: funct-an
14
The categories of this paper are: math-ph
37
The categories of this paper are: supr-con
9
The categories of this paper are: nlin
17
The categories of this paper are: q-fin
35
The categories of this paper are: mtrl-th