On solutions of the affine recursion and the smoothing transform in the critical case

DOI10.1007/978-3-642-38806-4_7zbMATH Open1291.60146OpenAlexW308252912MaRDI QIDQ2863575FDOQ2863575

Authors: Sara Brofferio, Dariusz Buraczewski, Ewa Damek 

Publication date: 22 November 2013

Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-38806-4_7

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zbMATH Keywords

critical casesmoothing transformationtail behaviouraffine recursion

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Cited In (2)

• Title not available (Why is that?)
• On unbounded invariant measures of stochastic dynamical systems

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