English

On fixed points of a generalized multidimensional affine recursion

Probability 2011-11-09 v1

Abstract

Let GG be a multiplicative subsemigroup of the general linear group \Gl(Rd)\Gl(\mathbb{R}^d) which consists of matrices with positive entries such that every column and every row contains a strictly positive element. Given a GG--valued random matrix AA, we consider the following generalized multidimensional affine equation R\stackrel{\mathcal{D}}{=}\sum_{i=1}^N A_iR_i+B, where N2N\ge2 is a fixed natural number, A1,...,ANA_1,...,A_N are independent copies of AA, BRdB\in\mathbb{R}^d is a random vector with positive entries, and R1,...,RNR_1,...,R_N are independent copies of RRdR\in\mathbb{R}^d, which have also positive entries. Moreover, all of them are mutually independent and =D\stackrel{\mathcal{D}}{=} stands for the equality in distribution. We will show with the aid of spectral theory developed by Guivarc'h and Le Page and Kesten's renewal theorem, that under appropriate conditions, there exists χ>0\chi>0 such that ({<R,u>>t})tχ,\P(\{<R, u>>t\})\asymp t^{-\chi}, as t\8t\to\8, for every unit vector uSd1u\in\mathbb{S}^{d-1} with positive entries.

Keywords

Cite

@article{arxiv.1111.1756,
  title  = {On fixed points of a generalized multidimensional affine recursion},
  author = {Mariusz Mirek},
  journal= {arXiv preprint arXiv:1111.1756},
  year   = {2011}
}

Comments

30 pages, no figures

R2 v1 2026-06-21T19:32:22.555Z