Products of random affine transformations

DOI10.1007/BF00967667zbMath0472.60035OpenAlexW2082994333MaRDI QIDQ1157834

A. K. Grincevičius

Publication date: 1981

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00967667

zbMATH Keywords

random affine transformations

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Limit theorems in probability theory (60F99)

Related Items (13)

Distributional properties of solutions of dV_t = V_t-dU_t + dL_t with Lévy noise ⋮ On distributional properties of perpetuities ⋮ Regular variation of order 1 nonlinear AR-ARCH models ⋮ On the stationary tail index of iterated random Lipschitz functions ⋮ Conditions for convergence of random coefficient \(\mathrm{AR}(1)\) processes and perpetuities in higher dimensions ⋮ One-dimensional linear recursions with Markov-dependent coefficients ⋮ Heavy tail phenomenon and convergence to stable laws for iterated Lipschitz maps ⋮ Convergence to stable laws for a class of multidimensional stochastic recursions ⋮ Stability of nonlinear stochastic recursions with application to nonlinear AR-GARCH models ⋮ Tail of the stationary solution of the stochastic equation \(Y_{n+1}=a_{n} Y_{n}+b_{n}\) with Markovian coefficients ⋮ Tail of the stationary solution of the stochastic equation \(Y_{n+1}=a_{n} Y_{n}+b_{n}\) with Markovian coefficients ⋮ Fluctuation theory for Markov random walks ⋮ Tail of a linear diffusion with Markov switching

Cites Work

• Unnamed Item
• A Generalized Bernoulli Scheme and Its Limit Distributions
• On the Continuity of the Distribution of a Sum of Dependent Variables Connected with Independent Walks on Lines
• Stochastic groups

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