V. Wachtel

activity

20132026

most citedHarmonic measure in a multidimensional gambler's problem

1 citations · 1 across the 6 of their papers we have counts for

collaborators

Showing 2023 · math.PRShow all

1 paper · 2 filters

math.PR2023

Persistence of AR( $1$ ) sequences with Rademacher innovations and linear mod $1$ transforms

Vladislav Vysotsky, Vitali Wachtel

We study the probability that an AR(1) Markov chain $X_{n + 1} = a X_{n} + ξ_{n + 1}$ , where $a \in (0, 1)$ is a constant, stays non-negative for a long time. We find the exact asymptotics of th…

Persistence of AR(1) sequences with Rademacher innovations and linear mod 1 transforms

Persistence of AR( $1$ ) sequences with Rademacher innovations and linear mod $1$ transforms