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pro vyhledávání: '"Fabian Buckmann"'
Autor:
Gerold Alsmeyer, Fabian Buckmann
Publikováno v:
Journal of Theoretical Probability. 31:2266-2342
Two fundamental theorems by Spitzer/Erickson and Kesten/Maller on the fluctuation type (positive divergence, negative divergence or oscillation) of a real-valued random walk $(S_{n})_{n\ge 0}$ with iid increments $X_{1},X_{2},\ldots$ and the existenc
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::cff3bb1106d81a6cc60542c8f51ac3a1
https://doi.org/10.1007/s10959-017-0778-9
https://doi.org/10.1007/s10959-017-0778-9
Autor:
Gerold Alsmeyer, Fabian Buckmann
The classic arcsine law for the number N n > ≔ n − 1 ∑ k = 1 n 1 { S k > 0 } of positive terms, as n → ∞ , in an ordinary random walk ( S n ) n ≥ 0 is extended to the case when this random walk is governed by a positive recurrent Markov c
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e4b6dbcff4fd260a22d78977e318c97e
Autor:
Fabian Buckmann, Gerold Alsmeyer
The stability of iterations of affine linear maps $\Psi_{n}(x)=A_{n}x+B_{n}$, $n=1,2,\ldots$, is studied in the presence of a Markovian environment, more precisely, for the situation when $(A_{n},B_{n})_{n\ge 1}$ is modulated by an ergodic Markov cha
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::04be84ad71f0c6603fd37110411d1a60
http://arxiv.org/abs/1610.09965
http://arxiv.org/abs/1610.09965