The random difference equation Xn = AnXn-1 + Bn in the critical case

Annals of Probability

Volumn 25, Issue 1, 1997, Pages 478-493

  Babillot, Martine ^a   Bougerol, Philippe ^a   Elie, Laure ^b  

^a University of Paris VII LPSM partially supported by ERC Starting Grant 680275 MALIG   (France)

^b UNIVERSITÉ PARIS DESCARTES   (France)

Author keywords

Affine group; Limit theorem; Random coefficient autoregressive models; Random walk; Renewal theorem; Stability

Indexed keywords

EID: 0031535380     PISSN: 00911798     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

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