Mathematics – Probability
Scientist
Mathematics
Probability
Scientist
Asymptotics of stationary solutions of multivariate stochastic recursions with heavy tailed inputs and related limit theorems
Convergence to stable laws for multidimensional stochastic recursions: the case of regular matrices
Heavy tail phenomenon and convergence to stable laws for iterated Lipschitz maps
On fixed points of a generalized multidimensional affine recursion
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