{"entities":{"Q2448719":{"pageid":2459462,"ns":120,"title":"Item:Q2448719","lastrevid":57929964,"modified":"2026-04-03T03:19:09Z","type":"item","id":"Q2448719","labels":{"en":{"language":"en","value":"Conditions for convergence of random coefficient \\(\\mathrm{AR}(1)\\) processes and perpetuities in higher dimensions"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 6291829"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2448719$9FDA17FD-C956-4F97-BA4E-BD3706C99CB0","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"017fe7d6295e5388d15082970619c5c9ba3ac037","datavalue":{"value":{"text":"Conditions for convergence of random coefficient \\(\\mathrm{AR}(1)\\) processes and perpetuities in higher dimensions","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q2448719$F931C0F4-1774-4EEB-AECC-162560EDE2F4","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"5d0eda8253a4b5bc0a56b9207ecacbda2d4c7399","datavalue":{"value":"1296.60073","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2448719$3F030BC1-9F64-4DBE-9A92-6879470E4D6D","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"08c6a32f1ea7c89f885110557b4fd623c053dc67","datavalue":{"value":"10.3150/13-BEJ513","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2448719$55546925-9040-43DC-908F-4062AC791E4D","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"f81584c9869bac33acc1629903df5e066f19b072","datavalue":{"value":{"entity-type":"item","numeric-id":191753,"id":"Q191753"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2448719$8DA287AD-042A-42B9-A750-FF45572A53AB","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"47dbaf2050ccec76d72251c8ab98a49b4485bc38","datavalue":{"value":{"entity-type":"item","numeric-id":61790,"id":"Q61790"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2448719$D4566F36-4851-445F-B8E2-6518CA027D73","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"508cc29e0aa4f61be19bb0de1fbe5e07c06c0f78","datavalue":{"value":{"time":"+2014-05-05T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q2448719$F6F8FBAB-EAF3-4E6D-920E-1B52D64112F5","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"6090f33929d7bf9ab641856b8242e38f653ca64e","datavalue":{"value":"https://arxiv.org/abs/1403.3280","type":"string"},"datatype":"url"},"type":"statement","id":"Q2448719$E67476D7-9040-4FCD-A126-88F32E58179E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P205","hash":"855c50593a0a9b9cd4389493b7b8637f269333b2","datavalue":{"value":"https://projecteuclid.org/euclid.bj/1393594013","type":"string"},"datatype":"url"},"type":"statement","id":"Q2448719$374AED29-93F5-4C34-9443-FBB3F2C12CAB","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"fe8a7cd0e1ca78d678d685918a64d3330a1161d6","datavalue":{"value":"Several conditions for almost-sure convergence of the one-dimensional perpetuities \\(Z_1+M_1Z_2+M_1M_2Z_3+\\ldots\\), where \\((M_k,Z_k)_{k\\in\\mathbb{N}}\\) are i.i.d. random elements of \\(\\mathbb{R}^2\\), were given in [\\textit{W. Vervaat}, Adv. Appl. Probab. 11, 750--783 (1979; Zbl 0417.60073)]. An ultimate criterion was obtained later by \\textit{C. M. Goldie} and \\textit{R. A. Maller} [Ann. Probab. 28, No. 3, 1195--1218 (2000; Zbl 1023.60037)] who, in particular, showed that a.s. convergence of the perpetuity entails \\(\\lim_{n\\to\\infty}\\,M_1\\cdot\\ldots\\cdot M_n=0\\) a.s. whenever \\(\\operatorname{P}\\{Z_1=0\\}<1\\) and \\(\\operatorname{P}\\{M_1c+Z_1=c\\}<1\\) for all real \\(c\\).  The present author is interested in a.s. convergence of multi-dimensional perpetuities, i.e., \\((M_k,Z_k)_{k\\in\\mathbb{N}}\\) are now i.i.d. random elements of \\((\\mathbb{R}^{d\\times d},\\mathbb{R}^d)\\) for some integer \\(d\\geq 2\\), where \\(\\mathbb{R}^{d\\times d}\\) is the space of \\(d\\times d\\) matrices with real-valued entries, as well as distributional convergence of the corresponding Markov chains. He proves that, under the condition \\(\\lim_{n\\to\\infty}\\,||M_1\\cdot\\ldots\\cdot M_n||=0\\) a.s. (condition \\(C_0\\)), where \\(||\\cdot||\\) denotes the spectral norm, most of the criterion due to Goldie and Maller [loc. cit.] carries over to the multi-dimensional case with obvious modifications. What is missing is a counterpart of the condition  \\[ \\int_{(1,\\infty)}{\\log x\\over \\operatorname{E}(\\log^-|M_1|\\wedge\\log x) }\\operatorname{P}\\{|Z_1|\\in \\text{d}x\\}<\\infty. \\]  Also, the author demonstrates by a counterexample that a.s. convergence of multi-dimensional perpetuities does not imply \\(C_0\\). Further, it is shown that a.s. convergence of a multi-dimensional perpetuity does not entail distributional convergence of the corresponding Markov chain if \\(C_0\\) is not assumed. Some other refined counterexamples are given.  The techniques used include (among others) an interesting application of the Kochen-Stone lemma and a non-trivial argument concerning the property to be a Cauchy sequence a.s.","type":"string"},"datatype":"string"},"type":"statement","id":"Q2448719$E2D9711F-BF61-4212-AC56-ECD007D7426F","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"fd83e8d02293247b85e2068714b13078820c2d65","datavalue":{"value":{"entity-type":"item","numeric-id":1879826,"id":"Q1879826"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2448719$8E0552F3-11C7-4831-986B-914300EF50FE","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"f49dd74e6cfeea81a6a51567255e1c4853afd305","datavalue":{"value":"60F15","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2448719$C69CBEF0-C7CC-4D1B-9DBF-532E91130E1A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"06501b652e368cc105ad78a5eac217e38c314cda","datavalue":{"value":"60F05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2448719$DAAFB637-083C-4A15-A7A4-31A16BF4F338","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"fe2cf30a8cd1735934ef1c340c3d55cf0122f163","datavalue":{"value":"6291829","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2448719$1F595532-C4E4-4313-BAF2-861D64ABBF6E","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2448719$98B59F59-AAA2-4BC7-A570-1BF1F8C39DEF","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"66a6d0614829eacd598bdd1e7e9c5b89d3b26392","datavalue":{"value":{"entity-type":"item","numeric-id":1039104,"id":"Q1039104"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2448719$F45D75EE-0A2A-44EF-9849-F3FE659BAE1E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ed0a451e8271a15bade8a3351636c3fa8d45f70e","datavalue":{"value":{"entity-type":"item","numeric-id":4115951,"id":"Q4115951"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2448719$C31C4862-6BD9-4C05-A51F-A20788B6A183","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9d77d8049620099aaa08047247f372a42cdab8b0","datavalue":{"value":{"entity-type":"item","numeric-id":1203653,"id":"Q1203653"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2448719$CD263557-6C0D-4AF8-A0A5-E45C3A08A5E5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a36e6ffa85387296fb74b564b63942421a02d693","datavalue":{"value":{"entity-type":"item","numeric-id":3715984,"id":"Q3715984"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2448719$2DEAC8AC-AF6A-4472-A4AB-5789F14CCEC4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ddc1df8042f424fd9d5b87762ba6191358f3d871","datavalue":{"value":{"entity-type":"item","numeric-id":1188830,"id":"Q1188830"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2448719$1D50678D-7A78-425E-8CB8-7D6C218537AB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e9ead630fb8f3af74fb603be1ae1f74baa4b54a9","datavalue":{"value":{"entity-type":"item","numeric-id":2786385,"id":"Q2786385"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2448719$DE1DFC02-C7EA-4590-9870-AA0DB5182E4F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"299db6545cd9883af11b55c02c22ba86785180bd","datavalue":{"value":{"entity-type":"item","numeric-id":704266,"id":"Q704266"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2448719$E0A156F5-095A-4E50-B35B-6B602E8BE6F6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"5aca50ce4fbf20326582de7f65091340fece5de9","datavalue":{"value":{"entity-type":"item","numeric-id":3608275,"id":"Q3608275"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2448719$562BF9A0-25B0-4354-B457-A9AB212384B7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"aa7d597fa1bd5bec52c87eaac7e362812fb07602","datavalue":{"value":{"entity-type":"item","numeric-id":3833381,"id":"Q3833381"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2448719$EC7E7282-5ED7-4D3C-88DE-0F78418408C9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b150bf17029aadf2c9ad4d34da149954b449c2e1","datavalue":{"value":{"entity-type":"item","numeric-id":5511741,"id":"Q5511741"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2448719$00908CFC-5251-4180-ADFA-6D66BE0940E4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"898a31b382fd7c6240d1b10a7bcfa008adeab256","datavalue":{"value":{"entity-type":"item","numeric-id":1872150,"id":"Q1872150"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2448719$FC4716DE-D57C-453B-9F17-C3A45EEBD752","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"4a9852931b5327a07c0d010e88d5115ac1440f7f","datavalue":{"value":{"entity-type":"item","numeric-id":1157834,"id":"Q1157834"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2448719$C271A868-3266-486C-A0FC-9023E74043E9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"f5575c05b86a165568488d59f451e2f3d4f5775e","datavalue":{"value":{"entity-type":"item","numeric-id":1054083,"id":"Q1054083"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2448719$85F2D856-B4B5-4EB2-9F77-828416EF106F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"3384e458796f68ffe77da2039eab14e92146832b","datavalue":{"value":{"entity-type":"item","numeric-id":1211309,"id":"Q1211309"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2448719$33E2CE92-B131-4F5D-A25B-0C022E046B41","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d8da05e8c99c4055ba98d4631a4dd3e56ad07c71","datavalue":{"value":{"entity-type":"item","numeric-id":1219509,"id":"Q1219509"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2448719$D1BC4F1A-FEFD-4976-9C05-3628A3FF0139","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"fd6d0cf900958008830de38b977c8217390e8aa8","datavalue":{"value":{"entity-type":"item","numeric-id":5920751,"id":"Q5920751"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2448719$BEBE55F5-22EE-4DCC-9C44-70DF5AAC1F64","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"92497ce35c8f71a8b34e24c560cdef79eee975db","datavalue":{"value":{"entity-type":"item","numeric-id":3222981,"id":"Q3222981"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2448719$D3F3A8F5-B808-4531-9D49-CED17347B7A2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a8167b2d465d18145f9e1ae9d3ad77b8a2ddd32f","datavalue":{"value":{"entity-type":"item","numeric-id":3630869,"id":"Q3630869"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2448719$9EA6B8B4-DF77-4846-9C5D-856AA635FC47","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9138c7c9619f3886d1fef95ccc52b2aaf9814873","datavalue":{"value":{"entity-type":"item","numeric-id":1170857,"id":"Q1170857"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2448719$BBA34898-FDF8-45B4-AB0D-FE4CEE1A84A5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"575b90771233dc2f898a24cc3b28dafc286e3ffc","datavalue":{"value":{"entity-type":"item","numeric-id":3207850,"id":"Q3207850"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2448719$D528BABE-1A83-4E90-8EE6-AB35B0649AC6","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"b2bed6ed220544a396a3b5cb4d69f186d6973dad","datavalue":{"value":"W2123006142","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2448719$B419DB3E-4EC5-4610-B4E5-87564595D934","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"7a0de63817b89e2ff872d311e72a33fdf3d02bed","datavalue":{"value":{"entity-type":"item","numeric-id":1872150,"id":"Q1872150"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"31c59848d791e7855f7389515769c564a0144d04","datavalue":{"value":{"amount":"+0.7827855944633484","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2448719$5DCB2BC3-0E91-46A2-B877-7163ECBEA8D1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"da80e12c3165de17230b5e771beec6ab0d6ce808","datavalue":{"value":{"entity-type":"item","numeric-id":2685145,"id":"Q2685145"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"31c59848d791e7855f7389515769c564a0144d04","datavalue":{"value":{"amount":"+0.7827855944633484","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2448719$A5F506D7-2008-45DE-9520-FA9D54AA3F50","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"5df9884100fd57a67194975871152f042a039f93","datavalue":{"value":{"entity-type":"item","numeric-id":2514491,"id":"Q2514491"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"db61bb22bfb478794935bd819d6d6badefa7afce","datavalue":{"value":{"amount":"+0.7598164677619934","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2448719$39D6E175-AFEA-4C2F-B86D-C2169EE9D620","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"8073d86f108cec8638ffc8e7f79029147f2aa562","datavalue":{"value":{"entity-type":"item","numeric-id":638760,"id":"Q638760"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"3975aac92caa9d3a83d154311eafe683625cc625","datavalue":{"value":{"amount":"+0.7477774024009705","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2448719$875FE8EA-37C7-48CD-9DF6-5E7CF77DA26D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"593335c501d60873c4cb96962c38481d4b1f0f77","datavalue":{"value":{"entity-type":"item","numeric-id":4978645,"id":"Q4978645"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"ec503b1d1f20a3fe2415b183246050c9429f5fc9","datavalue":{"value":{"amount":"+0.7438125014305115","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2448719$A65C02B4-0A85-464D-9F5B-FAA6D81AF39B","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:2448719","badges":[]}}}}}