Tail behaviour of stationary solutions of random difference equations: the case of regular matrices

@article{Alsmeyer2012TailBO,
  title={Tail behaviour of stationary solutions of random difference equations: the case of regular matrices},
  author={Gerold Alsmeyer and Sebastian Mentemeier},
  journal={Journal of Difference Equations and Applications},
  year={2012},
  volume={18},
  pages={1305 - 1332}
}
Given a sequence of i.i.d. random variables with generic copy such that M is a regular matrix and Q takes values in , we consider the random difference equation Under suitable assumptions stated below, this equation has a unique stationary solution R such that for some and some finite positive and continuous function K on , holds true. A rather long proof of this result, originally stated by Kesten [Acta Math. 131 (1973), pp. 207–248] at the end of his famous article, was given by Le Page [S… 
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