Sebastian Mentemeier

most citedHeavy tailed solutions of multivariate smoothing transforms

24 citations · 24 across the 2 of their papers we have counts for

collaborators

2 papers

math.PR2012

Precise tail index of fixed points of the two-sided smoothing transform

Gerold Alsmeyer, Ewa Damek, Sebastian Mentemeier

We consider real-valued random variables R satisfying the distributional equation R \eqdist \sum_{k=1}^{N}T_k R_k + Q, where R_1,R_2,... are iid copies of R and independent of T=(Q…

math.PR2012★ 24 cited

Heavy tailed solutions of multivariate smoothing transforms

Dariusz Buraczewski, Ewa Damek, Sebastian Mentemeier +1

Let $N > 1$ be a fixed integer and $(C_{1}, ..., C_{N}, Q)$ a random element of $G L (d, R)^{N} x R^{d}$ . We consider solutions of multivariate smoothing transforms, i.e. random variables $R…