50 citations · 162 across the 31 of their papers we have counts for
4 papers · 1 filter
Persistence for a class of order-one autoregressive processes and Mallows-Riordan polynomials
Gerold Alsmeyer, Alin Bostan, Kilian Raschel +1
We establish exact formulae for the persistence probabilities of an AR(1) sequence with symmetric uniform innovations in terms of certain families of polynomials, most notably a fa…
Linear fractional Galton-Watson processes in random environment and perpetuities
Gerold Alsmeyer
Linear fractional Galton-Watson branching processes in i.i.d.~random environment are, on the quenched level, intimately connected to random difference equations by the evolution of…
Recurrence and transience of random difference equations in the critical case
Gerold Alsmeyer, Alexander Iksanov
For i.i.d. random vectors such that a.s., a.s. and , the random difference equation $X_{n}=M_{n}X_{n-1}+Q_{n…
Asymptotically linear iterated function systems on the real line
Gerold Alsmeyer, Sara Brofferio, Dariusz Buraczewski
Given a sequence of i.i.d. random functions , , we consider the iterated function system and Markov chain which is recursively define…