Abstract
We consider an autoregressive model on ℝ defined by the recurrence equation Xn=AnXn−1+Bn, where {(Bn, An)} are i.i.d. random variables valued in ℝ×ℝ+ and
Citation
Dariusz Buraczewski. "On invariant measures of stochastic recursions in a critical case." Ann. Appl. Probab. 17 (4) 1245 - 1272, August 2007. https://doi.org/10.1214/105051607000000140
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