Preprint
Sep 2026
On the tails of the invariant measure for multidimensional affine stochastic recursions in the critical case
We study the behavior at infinity of the invariant Radon measure for the multidimensional affine stochastic recursion $V_n = A_n V_{n-1} + B_n,$ where $(A_n)_{n \geq 1}$ are positive random matrices, $(B_n)_{n \geq 1}$ are random vectors with nonnegative entries, and $(A_n, B_n)_{n \geq 1}$ are independent and identica...
Ion Grama, Sebastian Mentemeier, Hui Xiao
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