Sebastian Mentemeier

activity

20102026

most citedHeavy tailed solutions of multivariate smoothing transforms

24 citations · 83 across the 18 of their papers we have counts for

collaborators

Showing 2011Show all

2 papers · 1 filter

math.PR2011★ 7 cited

On multidimensional Mandelbrot's cascades

Dariusz Buraczewski, Ewa Damek, Yves Guivarc'h +1

Let $Z$ be a random variable with values in a proper closed convex cone $C \subset R^{d}$ , $A$ a random endomorphism of $C$ and $N$ a random integer. We assume that $Z$ , $A$ ,…

math.PR2011★ 6 cited

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

Ewa Damek, Sebastian Mentemeier, Mariusz Mirek +1

Given a sequence $(M_{n}, Q_{n})_{n \geq 1}$ of i.i.d.\ random variables with generic copy $(M, Q) \in G L (d, R) \times R^{d}$ , we consider the random difference equation (RDE) $$ R_{n}…