Convergence to stable laws for multidimensional stochastic recursions: the case of regular matrices
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Publication:1949212
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
stable laws; random difference equations; multivariate regular variation; weak limit theorems; stochastic recursions
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)
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