Tail homogeneity of invariant measures of multidimensional stochastic recursions in a critical case (Q365715)

Let \(\mathbb R^d\) be \(d\)-dimensional Euclidean space, \(Q_n, X_n\in \mathbb R^d\), \(M_n\) be similarities of the space \(\mathbb R^d\) and \((Q_n, M_n)\) be i.i.d. Consider the stochastic recursion \(X_{n+1} = M_{n+1}X_{n} + Q_{n+1}\), \(n \in \mathbb{N}\). In the present paper, asymptotic properties at infinity of the invariant measure for the Markov chain \(X_n\) under the assumption \({\mathbb{E}{[\log|M|]}=0}\), i.e., in the so-called critical case, are studied.