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Volumn 39, Issue 3, 2003, Pages 371-384

How a centred random walk on the affine group goe to infinity

Author keywords

Affine group; Limit theorem; Random coefficient auto regressive model; Random walk; Stability

Indexed keywords


EID: 0037402471     PISSN: 02460203     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0246-0203(02)00015-8     Document Type: Article
Times cited : (22)

References (14)
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    • (2)
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    • Goldie, C.M.1
  • 6
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    • Stability of perpetuities
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    • Goldie, C.M.1    Maller, R.A.2
  • 7
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    • (1974) Dokl. Akad. Nauk SSSR , vol.219 , pp. 23-26
    • Grincevičius, A.K.1
  • 8
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    • Marches aléatoires sur les groupes de Lie
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    • Guivarc'h, Y., Keane, M., & Roynette, B. (1977). Marches aléatoires sur les groupes de Lie. Lecture Notes in Math., 624 Berlin: Springer-Verlag.
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    • Guivarc'h, Y.1    Keane, M.2    Roynette, B.3
  • 9
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    • Random difference equations and renewal theory for products of random matrices
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  • 12
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    • Markov Chains
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  • 13
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    • On a stochastic difference equation and a representation of nonnegative infinitely divisible random variables
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    • Vervaat, W.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.