S. Brofferio

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20032008

most citedOn the invariant measure of the random difference equation

X_{n} = A_{n} X_{n - 1} + B_{n}

in the critical case

6 citations · 8 across the 5 of their papers we have counts for

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math.PR2008★ 6 cited

On the invariant measure of the random difference equation $X_{n} = A_{n} X_{n - 1} + B_{n}$ in the critical case

Sara Brofferio, Dariusz Buraczewski, Ewa Damek

We consider the autoregressive model on $R^{d}$ defined by the following stochastic recursion $X_{n} = A_{n} X_{n - 1} + B_{n}$ , where ${(B_{n}, A_{n})}$ are i.i.d. random variables valued in $\…

On the invariant measure of the random difference equation Xn​=An​Xn−1​+Bn​ in the critical case

On the invariant measure of the random difference equation $X_{n} = A_{n} X_{n - 1} + B_{n}$ in the critical case