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

DOI10.1007/s11118-012-9292-yzbMath1266.60041arXiv1105.0797MaRDI 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 laws; random difference equations; multivariate regular variation; weak limit theorems; stochastic recursions

Mathematics Subject Classification ID

60E07: Infinitely divisible distributions; stable distributions

60F05: Central limit and other weak theorems

60J05: Discrete-time Markov processes on general state spaces

60H25: Random operators and equations (aspects of stochastic analysis)

Related Items

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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