On invariant measures of stochastic recursions in a critical case
From MaRDI portal
Publication:2467603
DOI10.1214/105051607000000140zbMath1151.60034arXiv0710.3687OpenAlexW3099566494MaRDI QIDQ2467603
Publication date: 28 January 2008
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0710.3687
regular variationqueuesaffine grouprandom coefficients autoregressive modelrandom equationscontractive system
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Sums of independent random variables; random walks (60G50) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)
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