A random difference equation

DOI10.1007/BF00969848MaRDI QIDQ1054083zbMATH OpenOpenAlexFDO

Authors A. K. Grincevičius

Publication date 1982

Published in Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf00969848

zbMATH Keywords

difference equation with random coefficientsrelations among different kinds of convergence

Mathematics Subject Classification ID

Limit theorems in probability theory (60F99) Stochastic analysis (60H99)

Cites work

• scientific article; zbMATH DE number 3714660 (Why is no real title available?)
• scientific article; zbMATH DE number 3504209 (Why is no real title available?)
• scientific article; zbMATH DE number 3249395 (Why is no real title available?)
• scientific article; zbMATH DE number 3305538 (Why is no real title available?)
• On a stochastic difference equation and a representation of non–negative infinitely divisible random variables

Cited in

(8)

• Sieving random iterative function systems
• scientific article; zbMATH DE number 24913 (Why is no real title available?)
• On distributional properties of perpetuities
• Lévy integrals and the stationarity of generalised Ornstein-Uhlenbeck processes
• Conditions for convergence of random coefficient \(\mathrm{AR}(1)\) processes and perpetuities in higher dimensions
• Second order properties of distribution tails and estimation of tail exponents in random difference equations
• Random numbers from a delay equation
• Fluctuation theory for Markov random walks

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