Null recurrence and transience of random difference equations in the contractive case
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Publication:4684910
DOI10.1017/jpr.2017.54zbMath1400.60093arXiv1612.02148OpenAlexW2963936989MaRDI QIDQ4684910
Dariusz Buraczewski, Gerold Alsmeyer, Aleksander M. Iksanov
Publication date: 26 September 2018
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1612.02148
Strong limit theorems (60F15) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)
Related Items (6)
Rate of escape of conditioned Brownian motion ⋮ Linear fractional Galton-Watson processes in random environment and perpetuities ⋮ Recurrence and transience of random difference equations in the critical case ⋮ Recurrence and transience of contractive autoregressive processes and related Markov chains ⋮ A result on power moments of L\'evy-type perpetuities and its application to the $L_p$-convergence of Biggins' martingales in branching L\'evy processes ⋮ Persistence of autoregressive sequences with logarithmic tails
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