E. Damek

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 · 7 across the 3 of their papers we have counts for

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math.PR2008★ 1 cited

Convergence to stable laws for a class of multidimensional stochastic recursions

Dariusz Buraczewski, Ewa Damek, Yves Guivarc'h

We consider a Markov chain $\{X_n\}_{n=0}^\8$ on $R^{d}$ defined by the stochastic recursion $X_{n} = M_{n} X_{n - 1} + Q_{n}$ , where $(Q_{n}, M_{n})$ are i.i.d. random variables taking values in…

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 $\…

Convergence to stable laws for a class of multidimensional stochastic recursions

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