Buraczewski, Dariusz; Damek, Ewa; Mentemeier, Sebastian; … - In: Stochastic Processes and their Applications 123 (2013) 6, pp. 1947-1986
Let N1 be a fixed integer and (C1,…,CN,Q) a random element of M(d×d,R)N×Rd. We consider solutions of multivariate smoothing transforms, i.e. random variables R satisfying R=d∑i=1NCiRi+Q where =d denotes equality in distribution, and R,R1,…,RN are independent identically distributed...
