Convergence of two-dimensional branching recursions |
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Authors: | Michael Cramer,Ludger Rü schendorf, |
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Abstract: | The asymptotic distribution of branching type recursions (Ln) of the form is investigated in the two-dimensional case. Here is an independent copy of Ln−1 and A,B are random matrices jointly independent of . The asymptotics of Ln after normalization are derived by a contraction method. The limiting distribution is characterized by a fixed point equation. The assumptions of the convergence theorem are checked in some examples using eigenvalue decompositions and computer algebra. |
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Keywords: | Branching type recursion Contraction method Random matrices |
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