# 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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