English

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: η=\eta = law of i=1NAiZi \sum_{i=1}^N A_i Z_i, where N0N \geq 0 is a random integer, (Ai)i1(A_i)_{i \geq 1} are d×dd \times d random nonnegative matrices, (Zi)i1(Z_i)_{i \geq 1} is a sequence of R+d\mathbb{R}_+^d-valued random variables independent of (N,A1,A2,)(N, A_1, A_2, \cdots), and all ZiZ_i have the same law η\eta. For each fixed point η\eta, under suitable conditions, we describe its support, establish its absolute continuity, and prove the existence of its harmonic moments.

Keywords

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}
}