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 $GL(d,\mathbb{R}{)}^{N}x{\mathbb{R}}^d$. We consider solutions of multivariate smoothing transforms, i.e. random variables $R…