Strong solutions of Tsirel'son's equation in discrete time taking values in compact spaces with semigroup action

DOI10.1016/J.SPL.2012.11.033zbMath1270.60013arXiv1005.0038OpenAlexW2168818818WikidataQ58331038 ScholiaQ58331038MaRDI QIDQ1950709

Kouji Yano, Takao Hirayama

Publication date: 13 May 2013

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1005.0038

zbMATH Keywords

strong solutioninfinite products of random variablesstochastic recursion equation

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Generation, random and stochastic difference and differential equations (37H10) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)

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