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math.PR2011
On fixed points of a generalized multidimensional affine recursion
Mariusz Mirek
Let be a multiplicative subsemigroup of the general linear group $\Gl(\mathbb{R}^d)$ which consists of matrices with positive entries such that every column and every row conta…
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 of i.i.d.\ random variables with generic copy , we consider the random difference equation (RDE) $$ R_{n}…