The random difference equation X_ n = A_ n X_n-1 + B_ n in the critical case
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Cited in
(55)- Conditional estimation for dependent functional data
- Critical intermittency in rational maps
- Limit theory for the sample autocorrelations and extremes of a GARCH \((1,1)\) process.
- On the Kesten-Goldie constant
- Speed of stochastic locally contractive systems.
- Iterated random functions and slowly varying tails
- Lyapunov exponent for products of random Ising transfer matrices: the balanced disorder case
- Normalisation d'un processus de branchement critique dans un environnement aléatoire. (Normalization of a critical branching process in a random environment)
- On tails of fixed points of the smoothing transform in the boundary case
- Recurrence of absolute-difference chains
- Inhomogeneous refinement equations with random affine maps
- Rate of escape of conditioned Brownian motion
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- SOME PROPERTIES OF A RANDOM LINEAR DIFFERENCE EQUATION1
- Multidimensional random walk with reflections
- On invariant measures of stochastic recursions in a critical case
- Recurrence of two-dimensional queueing processes, and random walk exit times from the quadrant
- Random iteration and Markov operators
- Positive harmonic functions for semi-isotropic random walks on trees, lamplighter groups, and DL-graphs
- Two-sided bounds for \(L_p\)-norms of combinations of products of independent random variables
- Regular variation of GARCH processes.
- Weak symmetries of stochastic differential equations driven by semimartingales with jumps
- Linear stochastic equations in the critical case
- Linear fractional Galton-Watson processes in random environment and perpetuities
- Limit theorems for iterated random functions by regenerative methods.
- Eaton's Markov chain, its conjugate partner and \(\mathcal P\)-admissibility
- Poisson boundary for finitely generated groups of rational affinities
- Random difference equations with logarithmic distribution and the triggered shot noise
- Divergent perpetuities modulated by regime switches
- Conditions for certain ruin for the generalised Ornstein-Uhlenbeck process and the structure of the upper and lower bounds
- Recurrence and ergodicity of random walks on linear groups and on homogeneous spaces
- Recurrence and transience of critical branching processes in random environment with immigration and an application to excited random walks
- Effective branching splitting method under cost constraint
- Random difference equations: An asymptotical result
- Polynomially growing harmonic functions on connected groups
- Sharp conditions for certain ruin in a risk process with stochastic return on investments
- Two-stage weighted least squares estimation of nonstationary random coefficient autoregressions
- Stationary probability measures on projective spaces 1: block-Lyapunov dominated systems
- Multivariate linear recursions with Markov-dependent coefficients
- On uniqueness of invariant measures for random walks on
- Recurrence on affine Grassmannians
- On unbounded invariant measures of stochastic dynamical systems
- Recurrence and transience of random difference equations in the critical case
- Renewal theory on the affine group of an oriented tree
- The Poisson boundary of random rational affinities
- Nearest neighbor conditional estimation for Harris recurrent Markov chains
- Stable limits of martingale transforms with application to the estimation of GARCH parame\-ters
- Tail homogeneity of invariant measures of multidimensional stochastic recursions in a critical case
- On the asymptotic behaviour of random recursive trees in random environments
- On the invariant measure of the random difference equation \(X_{n} = a_{n}x_{n - 1} + b_{n}\) in the critical case
- Null recurrence and transience of random difference equations in the contractive case
- Symmetric random walks on \(\mathrm{Homeo}^+ (\mathbb{R})\)
- Infinitely divisible Wald's couples. Examples linked with the Euler gamma and the Riemann zeta functions.
- A note on the comparison of stationary laws of Markov processes
- Asymptotic Behavior of Poisson Kernels on NA Groups
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