Affine stochastic recursions and stable laws (Q1942082): Difference between revisions
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Revision as of 20:30, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Affine stochastic recursions and stable laws |
scientific article |
Statements
Affine stochastic recursions and stable laws (English)
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15 March 2013
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The paper deals with affine stochastic recursions \(X_0^x = x\), \(X_{n + 1}^x = {a_{n + 1}}X_n^x + {b_n} = {h_n}(X_n^x)\), where \(X_n^x\) take values in \(d\)-dimensional Euclidean space \(V\), and \({h_n}\) are i.i.d. elements taking values in the group of affine transforms of \(V\). It gives conditions for the sums \(S_n^x = \sum\nolimits_{k = 1}^n {X_k^x} \) to converge in distribution to a stable law.
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affine stochastic recursions
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stable laws
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