On unbounded invariant measures of stochastic dynamical systems

DOI10.1214/13-AOP903zbMath1352.37155arXiv1304.7145OpenAlexW3104006376MaRDI QIDQ2352759

Dariusz Buraczewski, Sara Brofferio

Publication date: 6 July 2015

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1304.7145

zbMATH Keywords

invariant measurePoisson equationstochastic dynamical systemstochastic recurrence equationreflected random walkaffine recursion

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Generation, random and stochastic difference and differential equations (37H10) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)

Related Items (14)

Tail asymptotics of maximums on trees in the critical case ⋮ On uniqueness of invariant measures for random walks on ⋮ Unnamed Item ⋮ Recurrence and transience of random difference equations in the critical case ⋮ Asymptotically linear iterated function systems on the real line ⋮ On the stationary tail index of iterated random Lipschitz functions ⋮ Iterated random functions and slowly varying tails ⋮ On the Kesten–Goldie constant ⋮ Polynomially growing harmonic functions on connected groups ⋮ Linear stochastic equations in the critical case ⋮ Null recurrence and transience of random difference equations in the contractive case ⋮ Iterated random functions and regularly varying tails ⋮ A simple proof of heavy tail estimates for affine type Lipschitz recursions ⋮ Stochastic recursions: between Kesten's and Grincevičius-Grey's assumptions

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