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 2013Show all

2 papers · 1 filter

math.PR2013★ 15 cited

The Fixed Points of the Multivariate Smoothing Transform

Sebastian Mentemeier

Let $N, d > 1$ be fixed integers, let $(T_{1}, ..., T_{N})$ be random d-by-d matrices with nonnegative entries and $Q$ a random d-vector with nonnegative entries. This induces a mapping…

math.PR2013

On Kesten's Multivariate Choquet-Deny Lemma

Sebastian Mentemeier

Let $d > 1$ and $(A_{n})_{n \geq 1}$ be a sequence of independent identically distributed random matrices with nonnegative entries and no zero column. This induces a Markov chain $M_n…