68 citations
- Université de Rouen NormandieFR13 papers
- Centre National de la Recherche ScientifiqueFR10 papers
- Institute of Rural Management AnandIN3 papers
- Département mathématiques, informatique, sciences de la donnée et technologies du numériqueFR2 papers
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- Laboratoire Analyse, Géométrie et ApplicationsFR2 papers
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- Mathématiques et Informatique Appliquées2 papers
- National Research Tomsk State UniversityRU2 papers
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Showing 2004 · math.PRShow all
2 papers · 2 filters
math.PR2004
An extension which is relatively twofold mixing but not threefold mixing
Thierry De La Rue
We give an example of a dynamical system which is mixing relative to one of its factors, but for which relative mixing of order three does not hold.
math.PR2004★ 64 cited
The tail of the stationary distribution of a random coefficient AR(q) model
Claudia Kluppelberg, Serguei Pergamenchtchikov
We investigate a stationary random coefficient autoregressive process. Using renewal type arguments tailor-made for such processes, we show that the stationary distribution has a p…