Support, absolute continuity and harmonic moments of fixed points of the multivariate smoothing transform
Probability
2025-01-03 v2
Abstract
Consider the multivariate smoothing transform fixed-point equation: law of , where is a random integer, are random nonnegative matrices, is a sequence of -valued random variables independent of , and all have the same law . For each fixed point , under suitable conditions, we describe its support, establish its absolute continuity, and prove the existence of its harmonic moments.
Cite
@article{arxiv.2412.21173,
title = {Support, absolute continuity and harmonic moments of fixed points of the multivariate smoothing transform},
author = {Jianzhang Mei and Quansheng Liu},
journal= {arXiv preprint arXiv:2412.21173},
year = {2025}
}