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 2015Show all

2 papers · 1 filter

math.PR2015★ 1 cited

Solutions to complex smoothing equations

Matthias Meiners, Sebastian Mentemeier

We consider smoothing equations of the form $X = law j \geq 1 \sum T_{j} X_{j} + C$ where $(C, T_{1}, T_{2}, \dots)$ is a given sequence of random variables and $X…

math.PR2015★ 1 cited

Precise Tail Asymptotics for Attracting Fixed Points of Multivariate Smoothing Transformations

Dariusz Buraczewski, Sebastian Mentemeier

Given $d \geq 1$ , let $(A_{i})_{i \geq 1}$ be a sequence of random $d \times d$ real matrices and $Q$ be a random vector in $R^{d}$ . We consider fixed points of multivariate smoot…