Convergence to stable laws for multidimensional stochastic recursions: the case of regular matrices

Ewa Damek, Sebastian Mentemeier, Mariusz Mirek +1

Given a sequence $(M_n,Q_n{)}_{n\ge 1}$ of i.i.d.\ random variables with generic copy $(M,Q)\in GL(d,\mathbb{R})\times {\mathbb{R}}^d$, we consider the random difference equation (RDE) $$ R_{n}…