Asymptotically homogeneous iterated random functions with applications to the HARCH processLithuanian Mathematical Journal - Tập 49 - Trang 26-39 - 2009
V. Kazakevičius, V. Skorniakov
We show that a certain class of Markov chains satisfies the general Foster–Lyapunov condition under nonrestrictive assumptions. In particular, if a chain belongs to this class, the existence of an invariant measure can be established by means of the theorem provided. As an application of the theorem, the HARCH process is considered.
Extending the Thorin classLithuanian Mathematical Journal - Tập 51 - Trang 194-206 - 2011
Bronius Grigelionis
We prove that the Thorin class
$ {T_\kappa }\left( {{\mathbb{R}_{+} }} \right),\kappa > 0 $
, is the minimal class of probability distributions on
$ {\mathbb{R}_{+} } $
that is closed under convolutions and weak...... hiện toàn bộ