{"entities":{"Q424697":{"pageid":426464,"ns":120,"title":"Item:Q424697","lastrevid":56891640,"modified":"2026-03-24T12:17:43Z","type":"item","id":"Q424697","labels":{"en":{"language":"en","value":"On the invariant measure of the random difference equation \\(X_{n} = a_{n}x_{n - 1} + b_{n}\\) in the critical case"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 6042932"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q424697$2F270A83-0935-4E27-937F-85993316E63A","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"31dff8a146571f67f3017e3e11610cca219c3c1d","datavalue":{"value":{"text":"On the invariant measure of the random difference equation \\(X_{n} = a_{n}x_{n - 1} + b_{n}\\) in the critical case","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q424697$38428557-A8F6-4C10-A1D2-04863EE17953","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"408dc4addc08cd8cdcf769084670a30fda243f83","datavalue":{"value":"1259.60077","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q424697$DEF76654-C333-480C-A314-35F8C6EF8938","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"2c7785029a43c3624f90022cf36d1a7e9c380ed9","datavalue":{"value":"10.1214/10-AIHP406","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q424697$6CD4B5CD-83A3-467D-B922-A611D27DB282","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"0a14fcd5f67116940ced4bec227aef175b737b96","datavalue":{"value":{"entity-type":"item","numeric-id":424696,"id":"Q424696"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q424697$9D986BD7-3030-47B1-BF46-BB7C7740B0F0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"3d6a32ff3256e43804fe1edb8f7ee0667e7597f4","datavalue":{"value":{"entity-type":"item","numeric-id":330712,"id":"Q330712"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q424697$96A38C3A-F40A-49FB-A5FB-D26B1B8E3501","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"0c9ba8d2f51d4464bc16968051d712a3334b30be","datavalue":{"value":{"entity-type":"item","numeric-id":241324,"id":"Q241324"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q424697$F5B100A4-8995-4AAA-89DB-EBDB120AF835","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"e50b98d4fe165ab872f3c9ddd85cac88503f418c","datavalue":{"value":{"entity-type":"item","numeric-id":169877,"id":"Q169877"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q424697$AB7563E6-96F5-497C-8CBE-D044E7CFA6C9","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"92c180fa33e94556eaf92f133d6647ee587537b6","datavalue":{"value":{"time":"+2012-06-04T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q424697$0DF84BF9-DFF8-45E7-BE6F-8BD77AE235B1","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"1b12d7968756d4603fdc8bce5837de7471c0b1cc","datavalue":{"value":"https://arxiv.org/abs/0809.1864","type":"string"},"datatype":"url"},"type":"statement","id":"Q424697$FA98F66B-72CC-4CD5-8BF3-A4E678064C4E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P205","hash":"85a89623f670f7e9330b832c7d7388e6156e46a2","datavalue":{"value":"https://projecteuclid.org/euclid.aihp/1334148204","type":"string"},"datatype":"url"},"type":"statement","id":"Q424697$30C40627-B0A6-4052-A825-E7D724DE0F15","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"e82054dbe76edf1369718a193428eb5d834d46f2","datavalue":{"value":{"entity-type":"item","numeric-id":580809,"id":"Q580809"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q424697$8C580145-4CAB-4ACE-A3DC-61ED0CA4E6AA","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"1cdf15533e26fc0c4c2e22d28e655c364dfe77a6","datavalue":{"value":"60J10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q424697$9AE7DE15-CEBC-46A4-8C3B-E99DB8785CE5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"c33def852ac10907f4986a9ec14e41d92759a10c","datavalue":{"value":"60B15","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q424697$DC3DEC94-F18F-4690-ADAE-A4E78617CF69","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"e52a86b600bbb05d9a7823bf91d423713b4b70ab","datavalue":{"value":"60G50","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q424697$9498FD6D-DD2F-4C02-A77E-E5A51D911E49","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"4ddccf1814ce464d3473f7712010a918717a2283","datavalue":{"value":"6042932","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q424697$C58AECF1-432E-4EAE-90CA-72B21D01BB1F","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"29f90cd83dad24fc82d0e60664cc695c283ac5bf","datavalue":{"value":"random walk","type":"string"},"datatype":"string"},"type":"statement","id":"Q424697$BAF2F384-7771-4841-910D-FB37616F8A30","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"8141902e5a85ae13f88c084e2854f115f55ed0a7","datavalue":{"value":"affine group","type":"string"},"datatype":"string"},"type":"statement","id":"Q424697$41C075FE-AED3-4857-B882-80DCFA56A970","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"6690b44b35abb5c03dfccac2e1c0de7125416cba","datavalue":{"value":"random coefficients autoregressive model","type":"string"},"datatype":"string"},"type":"statement","id":"Q424697$E5932FD1-CDD1-4336-9C1C-0C0D20EB6AE8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"52be6c7ea408d5c5f67d01903f31a6498eb97f66","datavalue":{"value":"invariant measure","type":"string"},"datatype":"string"},"type":"statement","id":"Q424697$4756038F-A56A-4F68-A7CE-0685E1A5E627","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"e3e5e580493ac9b602521f07c1ced1485985dca4","datavalue":{"value":"homogeneous measure","type":"string"},"datatype":"string"},"type":"statement","id":"Q424697$F5B9B608-2C57-4E83-A104-0415EF04DF7F","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q424697$E5047E78-E41F-4B9C-BD5F-3658E33B3BCE","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"b6b66747cfab2dd59369a79735fa444fa44a71f7","datavalue":{"value":{"entity-type":"item","numeric-id":1356352,"id":"Q1356352"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q424697$6D97E435-9AD1-4F1D-A437-DAC0A4B91B1F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b5e307cbf19beae484548fd776197a83349b7f5a","datavalue":{"value":{"entity-type":"item","numeric-id":1874506,"id":"Q1874506"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q424697$42DF0B58-09FD-4456-A4F9-D875AFEC2E86","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d21b8af59c88536fd37cbbeddb9a27b22fe1824e","datavalue":{"value":{"entity-type":"item","numeric-id":2467603,"id":"Q2467603"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q424697$08A2A134-BB9B-4B35-B069-EDD5A6206AA0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"94a3c0d1b6e60cb4d85b0b470108178c385994f8","datavalue":{"value":{"entity-type":"item","numeric-id":1041057,"id":"Q1041057"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q424697$C5D5DE27-D086-4B04-8CC1-031F969E984D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e86b4cd3abb08ca57e29f6ae007ef1cf25b716f5","datavalue":{"value":{"entity-type":"item","numeric-id":3424256,"id":"Q3424256"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q424697$63EE3517-B28C-4727-96B6-57B0610FC0C7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ba49d2b5692f0ac29fa576112e29e05c37a4fd14","datavalue":{"value":{"entity-type":"item","numeric-id":1341654,"id":"Q1341654"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q424697$BA355FFC-E337-406B-BE88-15E4088CCB8B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"5384277464ecacaa7f85c26cf770566b2224654b","datavalue":{"value":{"entity-type":"item","numeric-id":3375475,"id":"Q3375475"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q424697$42EB5B17-8333-4A44-AC72-01FBAD0042B9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"566c38df47ebf94cd58f85ed403250511acff538","datavalue":{"value":{"entity-type":"item","numeric-id":3269437,"id":"Q3269437"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q424697$CA5AC3BA-D493-44A9-98D0-22D4BC62902E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"8a28efa4cad122855f2ae8ed82a7e1e4140927ca","datavalue":{"value":{"entity-type":"item","numeric-id":4747337,"id":"Q4747337"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q424697$0E8C6C87-B8D8-428F-8B48-2F47733ECFE2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"107b069bb038edf904c45e873f9f13e85d86ec07","datavalue":{"value":{"entity-type":"item","numeric-id":5512461,"id":"Q5512461"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q424697$094BD37C-D99C-412C-B08F-A07D38613EF6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"8712f3ee12eec7a0473c32228a9c3b190af6877d","datavalue":{"value":{"entity-type":"item","numeric-id":4746252,"id":"Q4746252"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q424697$A2977B50-E644-4AFF-AC26-A01B2CA6A1FF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"cf1790fc7e38ff45f10beec90a3a3a8e3c515837","datavalue":{"value":{"entity-type":"item","numeric-id":758004,"id":"Q758004"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q424697$451D979F-F3B7-43C6-9091-4DE9FF67017A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"3384e458796f68ffe77da2039eab14e92146832b","datavalue":{"value":{"entity-type":"item","numeric-id":1211309,"id":"Q1211309"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q424697$565274CA-5188-4E92-94CF-06821D1916C5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"2f39ed0dbbf65c81d9bbb94120e0907fb2bacbf0","datavalue":{"value":{"entity-type":"item","numeric-id":1359051,"id":"Q1359051"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q424697$0D23D5D9-819E-4DF1-9911-89F248020DF2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"907c1bdeff6cd46adc0d9e3729cec2800a12fd58","datavalue":{"value":{"entity-type":"item","numeric-id":5581160,"id":"Q5581160"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q424697$F0E6EC57-8364-47E3-B04A-B471914190F0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"1c26f7174649b0ea6dc77311c35ee5021f7efdf0","datavalue":{"value":{"entity-type":"item","numeric-id":2535622,"id":"Q2535622"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q424697$7DF068BD-97EC-4472-8232-3433B13CA676","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"ef6c1b843a7a857680a1d048afa913f74d01fcc4","datavalue":{"value":"W2963374534","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q424697$6636B2EE-806B-4987-A1EB-495EAC0AEA05","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"5878caed743024143103271d661b873f6c8c623d","datavalue":{"value":{"entity-type":"item","numeric-id":1874506,"id":"Q1874506"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"5987c1de3f2c69c7743ad63b011ab6fc42acabc0","datavalue":{"value":{"amount":"+0.77064866","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q424697$34D0FDA6-11D3-489B-B4C2-FFC1A48706D3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"71decf463162d6076688898cb448af422bbc5958","datavalue":{"value":{"entity-type":"item","numeric-id":2467603,"id":"Q2467603"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"c97dd2df66734ae4f41fd05a46e93dbe4d04c6b1","datavalue":{"value":{"amount":"+0.7665091","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q424697$2A3F8097-13EE-4223-AF07-C53578510869","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"d451b2cce94373bbe88d69d8b398142d98c0f164","datavalue":{"value":{"entity-type":"item","numeric-id":2428528,"id":"Q2428528"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"b75bedda39c09518993e562c57bd2b7be0ab22a7","datavalue":{"value":{"amount":"+0.7437847","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q424697$EF00F309-4042-4D81-9EB7-DCAE019A5F81","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"0bd3a180c104c9487bb56f21ffcf92b56eea6178","datavalue":{"value":{"entity-type":"item","numeric-id":2352759,"id":"Q2352759"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"e462c8c97a405e03d09673af9aeb708fb49c251b","datavalue":{"value":{"amount":"+0.71872854","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q424697$4C1F43B0-9B6C-46A6-8F2E-5D935AEC9A74","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"5044b37575f77281d07a62d17a95f90e6a6dcb0e","datavalue":{"value":{"entity-type":"item","numeric-id":2756781,"id":"Q2756781"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"86bbc46ddd9a1fb2950bab461cd7b01e3d6d3cf9","datavalue":{"value":{"amount":"+0.7138244","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q424697$7E9DE436-E204-46A4-9B2B-FD3A8A65F239","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"0d10c49bc65e9fd5023b78df56f1a39c824043dc","datavalue":{"value":{"entity-type":"item","numeric-id":4989426,"id":"Q4989426"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"a78100e5cced63cbc962c6646f6969579c99ac21","datavalue":{"value":{"amount":"+0.7000023","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q424697$D1DA6D12-0EB4-45EF-8A2C-727302DEBFC4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"c6e5c10fb7d129dee7c1bda937f6fedf6530c545","datavalue":{"value":{"entity-type":"item","numeric-id":1059929,"id":"Q1059929"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"3c5c3e60133cc53a0dba58deb272f5620d85c874","datavalue":{"value":{"amount":"+0.6943636","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q424697$D7029AB2-9325-4B3A-BDAF-C6117B5E374B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"782bccfaf05dc397775f42103927ab3288e86219","datavalue":{"value":{"entity-type":"item","numeric-id":1874509,"id":"Q1874509"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"19eac4b89c26536ec8c2e0570f2c5ce8821ed28f","datavalue":{"value":{"amount":"+0.6929752","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q424697$EA3F6A95-EC17-4673-9F30-305D76FD3AEA","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"0731f72a768d91151b1e03c654c0f9536e85f3f6","datavalue":{"value":"Let \\(G\\) be the affine group \\(\\mathbb{R}^d\\times\\mathbb{R}^+\\) with the multiplication \\((b,a)\\cdot(b', a')= (b+ ab, aa)\\). \\(G\\) acts on \\(x\\in\\mathbb{R}^d\\) by \\((b, a)\\cdot x= ax+ b\\), \\((b,a)\\in G\\). The authors consider the autoregressive process on \\(\\mathbb{R}^d\\), i.e., NEWLINE\\[NEWLINEX^x_0= x,\\;X^x_n= A_n X^x_{n-1}+ B_n,\\quad n= 1,2,\\dotsc,NEWLINE\\]NEWLINE where the random pairs \\((B_n,A_n)\\) are independent, identically distributed with a common distribution \\(\\mu\\). In group terms, the Markov chain \\(X^x_n\\) may be written NEWLINE\\[NEWLINEX^x_n= (B_n, A_n)\\cdot(B_{n-1}, A_{n-1})\\dotsm(B_1, A_1)\\cdot x,NEWLINE\\]NEWLINE i.e., the action on \\(x\\) of a random walk on \\(G\\).NEWLINENEWLINE Here, the critical case \\(\\operatorname{E}[\\log A_1]= 0\\) is considered. The Markov chain \\(X^x_n\\) admits a unique (up to a multiplicative constant) invariant Radon measure \\(\\nu\\). Refining and generalizing the work by \\textit{M. Babillot}, \\textit{P. Bougerol} and \\textit{L. Elie} [Ann. Probab. 25, No. 1, 478--493 (1997; Zbl 0873.60045)], the authors are able to describe the asymptotics of \\(\\nu\\) quite explicitly. Under some natural non-periodicity and non-degeneracy conditions and some additional moment requirements they prove, e.g., that, for all \\(0<\\alpha<\\beta\\), NEWLINE\\[NEWLINE\\lim_{z\\to\\infty}\\,\\nu\\{u:\\alpha z<|u|<\\beta z\\}= C_+\\log{\\beta\\over\\alpha}NEWLINE\\]NEWLINE for some positive constant \\(C_+\\). Results are also obtained in the case when \\(A_1\\) is periodic (the distribution of \\(A_1\\) is supported on a multiplicative lattice).","type":"string"},"datatype":"string"},"type":"statement","id":"Q424697$3547C534-A43D-407E-B3C6-395EA676D82E","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:424697","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:424697"}}}}}