On multidimensional Mandelbrot's cascades

Let $Z$ be a random variable with values in a proper closed convex cone $C\subset \R^d$, $A$ a random endomorphism of $C$ and $N$ a random integer. Given $N$ independent copies $(A_i,Z_i)$ of $(A,Z)$ we define a new random variable $\wh Z = \sum_{i=1}^N A_i Z_i$. Let $T$ be the corresponding transformation on the set of probability measures on $C$. We study existence and properties of fixed points of $T$. Previous one dimensional results on existence of fixed points of T as well as on homogeneity of their tails are extended to higher dimensions.

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Field Value
Source ISSN: 1023-6198
Author Buraczewski, Dariusz, Damek, Ewa, Guivarc'H, Yves
Maintainer CCSD
Last Updated May 29, 2026, 01:28 (UTC)
Created May 29, 2026, 01:28 (UTC)
Identifier hal-00769633
Language en
contributor Instytut Matematyczny ; University of Wrocław [Poland] = Uniwersytet Wrocławski [Polska] = Universität Breslau [Polen] = Université de Wrocław [Pologne] (UWr)
creator Buraczewski, Dariusz
date 2014-05-29T00:00:00
harvest_object_id 2a10df39-148e-411f-842a-e33f11be9318
harvest_source_id 3374d638-d20b-4672-ba96-a23232d55657
harvest_source_title test moissonnage SELUNE
metadata_modified 2026-01-07T00:00:00
relation info:eu-repo/semantics/altIdentifier/arxiv/1109.1845
set_spec type:ART