On invariant measures of stochastic recursions in a critical case

Dariusz Buraczewski

We consider an autoregressive model on $\mathbb{R}$ defined by the recurrence equation $X_n=A_n{X}_{n-1}+B_n$, where $\{(B_n,A_n)\}$ are i.i.d. random variables valued in $\mathbb{R}…