Operator decomposable measures and stochastic difference equations

DOI10.1007/s10959-013-0534-8zbMath1328.60012arXiv1312.7647OpenAlexW2101546446MaRDI QIDQ895907

C. Robinson Edward Raja

Publication date: 7 December 2015

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1312.7647

zbMATH Keywords

convolution productprobability measuresstochastic difference equationlinear mapcontraction subspaceoperator decomposable measures

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Probability theory on linear topological spaces (60B11) Stochastic difference equations (39A50)

Cites Work

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• Stochastic equations on compact groups in discrete negative time
• A Stochastic Difference Equation with Stationary Noise on Groups
• Strongly Operator‐Decomposable Probability Measures on Separable Banach Spaces
• An Example of a Stochastic Differential Equation Having No Strong Solution
• On infinite products of random elements and infinite convolutions of probability distributions on locally compact groups

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