Homogeneity at infinity of stationary solutions of multivariate affine stochastic recursions
DOI10.1007/978-3-642-38806-4_6zbMATH Open1328.60011OpenAlexW168097296MaRDI QIDQ2863574FDOQ2863574
Authors: Yves Guivarc'h, Émile Le Page 
Publication date: 22 November 2013
Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-642-38806-4_6
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- Asymptotics of stationary solutions of multivariate stochastic recursions with heavy tailed inputs and related limit theorems
- Spectral gap properties for linear random walks and Pareto's asymptotics for affine stochastic recursions
- Affine stochastic recursions and stable laws
- Heavy tail properties of stationary solutions of multidimensional stochastic recursions
- Tail homogeneity of invariant measures of multidimensional stochastic recursions in a critical case
- On the homogeneity at infinity of the stationary probability for an affine random walk
- Convergence to stable laws for a class of multidimensional stochastic recursions
- Tail-homogeneity of stationary measures for some multidimensional stochastic recursions
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