scientific article; zbMATH DE number 7350834
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Publication:4989426
zbMath1469.60019MaRDI QIDQ4989426
Thi da Cam Pham, Marc Peigné, Sara Brofferio
Publication date: 25 May 2021
Full work available at URL: http://alea.impa.br/articles/v18/18-37.pdf
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Sums of independent random variables; random walks (60G50) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Generation, random and stochastic difference and differential equations (37H10) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)
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Cites Work
- On the invariant measure of the random difference equation \(X_{n} = a_{n}x_{n - 1} + b_{n}\) in the critical case
- Stationarity of GARCH processes and of some nonnegative time series
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- Products of Random Matrices
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