where {Fn, n ∈ N}, is the natural filtration associated to (Xn). We assume that X0 ∈ R d + and that random vectors ξn are such that for all n, Xn ∈ R d + almost surely. The Perron-Frobenius Theorem [10, pp. 3-4] states that M has a positive Perron root ρ. We call Xn “subcritical” if ρ < 1, “supercritical” if ρ > 1 and “critical” if ρ = 1. In the “subcritical” case, one has P(‖Xn‖ → ∞) = 0 becau...