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

DOI10.1007/s11118-012-9292-yzbMath1266.60041arXiv1105.0797OpenAlexW2126234913MaRDI QIDQ1949212

Jacek Zienkiewicz, Mariusz Mirek, Ewa Damek, Sebastian Mentemeier

Publication date: 6 May 2013

Published in: Potential Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1105.0797

zbMATH Keywords

stable lawsrandom difference equationsmultivariate regular variationweak limit theoremsstochastic recursions

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05) Discrete-time Markov processes on general state spaces (60J05) Random operators and equations (aspects of stochastic analysis) (60H25)

Related Items (3)

Affine stochastic recursions and stable laws ⋮ The cluster index of regularly varying sequences with applications to limit theory for functions of multivariate Markov chains ⋮ Stable laws and spectral gap properties for affine random walks

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