On fixed points of a generalized multidimensional affine recursion

DOI10.1007/s00440-012-0439-yzbMath1287.60083arXiv1111.1756OpenAlexW2061091708MaRDI QIDQ365719

Mariusz Mirek

Publication date: 9 September 2013

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1111.1756

zbMATH Keywords

Markov chainsrenewal theoryspectral theorystationary measuresheavy tailed random variables

Mathematics Subject Classification ID

Random operators and equations (aspects of stochastic analysis) (60H25) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Renewal theory (60K05)

Related Items

The fixed points of the multivariate smoothing transform, On multidimensional Mandelbrot cascades, Convergence to stable laws for multidimensional stochastic recursions: the case of regular matrices, Heavy tailed solutions of multivariate smoothing transforms, Maximums on trees

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Implicit renewal theorem for trees with general weights
• Convergence to stable laws for a class of multidimensional stochastic recursions
• Implicit renewal theory and tails of solutions of random equations
• Stable laws and products of positive random matrices
• Random difference equations and renewal theory for products of random matrices
• Renewal theory for functionals of a Markov chain with general state space
• Limit theorems for products of positive random matrices
• Asymptotic properties and absolute continuity of laws stable by random weighted mean.
• Heavy tailed solutions of multivariate smoothing transforms
• Implicit Renewal Theory and Power Tails on Trees
• Information ranking and power laws on trees
• The Strong Law of Large Numbers for a Class of Markov Chains
• Semigroup actions on tori and stationary measures on projective spaces