Tail behavior of stationary solutions of random difference equations: the case of regular matrices

Gerold Alsmeyer, Sebastian Mentemeier

Given a sequence $(M_n,Q_n{)}_{n\ge 1}$ of i.i.d. random variables with generic copy $(M,Q)$ such that $M$ is a regular $d\times d$ matrix and $Q$ takes values in $\mathbb{R}^{d}…