Convergence to stable laws for a class of multidimensional stochastic recursions

Dariusz Buraczewski, Ewa Damek, Yves Guivarc'h

We consider a Markov chain $\{X_n\}_{n=0}^\8$ on ${\mathbb{R}}^d$ defined by the stochastic recursion $X_n=M_n{X}_{n-1}+Q_n$, where $(Q_n,M_n)$ are i.i.d. random variables taking values in…