Affine stochastic recursions and stable laws
type: Item
instance of: scholarly article
title: Affine stochastic recursions and stable laws
zbMATH Open document ID: 1271.60036
author: Yves Guivarc'h
author: Zhi-Qiang Gao
author: Émile Le Page
published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris
publication date: 2013-03-15T00:00:00Z
review text: The paper deals with affine stochastic recursions \(X_0^x = x\), \(X_{n + 1}^x = {a_{n + 1}}X_n^x + {b_n} = {h_n}(X_n^x)\), where \(X_n^x\) take values in \(d\)-dimensional Euclidean space \(V\), and \({h_n}\) are i.i.d. elements taking values in the group of affine transforms of \(V\). It gives conditions for the sums \(S_n^x = \sum\nolimits_{k = 1}^n {X_k^x} \) to converge in distribution to a stable law.
Mathematics Subject Classification ID: 60F05
Mathematics Subject Classification ID: 60E07
zbMATH DE Number: 6145473
zbMATH Keywords: affine stochastic recursions
zbMATH Keywords: stable laws
reviewed by: Oleg K. Zakusilo
MaRDI profile type: Publication
full work available at URL: j.crma.2013.01.002
OpenAlex ID: W2012608052
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DOI: 10.1016/J.CRMA.2013.01.002
description: scientific article; zbMATH DE number 6145473