Convergence to stable laws for a class of multidimensional stochastic recursions

DOI10.1007/s00440-009-0233-7zbMath1206.60025arXiv0809.4349OpenAlexW1986953802MaRDI QIDQ707599

Yves Guivarc'h, Ewa Damek, Dariusz Buraczewski

Publication date: 8 October 2010

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

Full work available at URL: https://arxiv.org/abs/0809.4349

zbMATH Keywords

multidimensional stable lawsmultidimensional stochastic recursionsweak convergence of partial sums

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)

Related Items

Solutions to complex smoothing equations, Tail-homogeneity of stationary measures for some multidimensional stochastic recursions, Limit theorems for Markov walks conditioned to stay positive under a spectral gap assumption, Tail homogeneity of invariant measures of multidimensional stochastic recursions in a critical case, On fixed points of a generalized multidimensional affine recursion, Affine stochastic recursions and stable laws, Convergence to stable laws for multidimensional stochastic recursions: the case of regular matrices, Random iteration with place dependent probabilities, Heavy tailed solutions of multivariate smoothing transforms, Asymptotics of stationary solutions of multivariate stochastic recursions with heavy tailed inputs and related limit theorems, Heavy tail phenomenon and convergence to stable laws for iterated Lipschitz maps, Stable laws and spectral gap properties for affine random walks, Stable limits for sums of dependent infinite variance random variables, On the recurrence set of planar Markov random walks

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