Regular behavior at infinity of stationary measures of stochastic recursion on NA groups

DOI10.4064/CM118-2-8zbMath1191.60011OpenAlexW2331341961MaRDI QIDQ5306765

Ewa Damek, Dariusz Buraczewski

Publication date: 9 April 2010

Published in: Colloquium Mathematicum (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4064/cm118-2-8

zbMATH Keywords

Poisson kernelstationary measuresolvable Lie groups

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Nilpotent and solvable Lie groups (22E25) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)

Related Items (3)

Tail indices for \(AX+B\) recursion with triangular matrices ⋮ Componentwise different tail solutions for bivariate stochastic recurrence equations with application to ${\rm GARCH}(1,1)$ processes ⋮ Affine stochastic equation with triangular matrices

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