Kapica, Rafał; Komorek, Dawid Continuous dependence in a problem of convergence of random iteration. (English) Zbl 1514.37066 Qual. Theory Dyn. Syst. 22, No. 2, Paper No. 65, 19 p. (2023). MSC: 37H12 60J05 37A50 47J26 PDFBibTeX XMLCite \textit{R. Kapica} and \textit{D. Komorek}, Qual. Theory Dyn. Syst. 22, No. 2, Paper No. 65, 19 p. (2023; Zbl 1514.37066) Full Text: DOI
Shu, Felix Che On an autoregressive process driven by a sequence of Gaussian cylindrical random variables. (English) Zbl 1469.60114 Note Mat. 41, No. 1, 111-130 (2021). MSC: 60G20 60F15 60G15 PDFBibTeX XMLCite \textit{F. C. Shu}, Note Mat. 41, No. 1, 111--130 (2021; Zbl 1469.60114) Full Text: DOI
Wang, Xin; Liang, Xingang; Huang, Chunmao Convergence of complex martingale for a branching random walk in an independent and identically distributed environment. (English) Zbl 1491.60152 Front. Math. China 16, No. 1, 187-209 (2021). MSC: 60J80 60K37 60G50 PDFBibTeX XMLCite \textit{X. Wang} et al., Front. Math. China 16, No. 1, 187--209 (2021; Zbl 1491.60152) Full Text: DOI
Kapica, R.; Ślęczka Random iteration with place dependent probabilities. (English) Zbl 1453.60130 Probab. Math. Stat. 40, No. 1, 119-137 (2020). MSC: 60J05 37A25 PDFBibTeX XMLCite \textit{R. Kapica} and \textit{Ślęczka}, Probab. Math. Stat. 40, No. 1, 119--137 (2020; Zbl 1453.60130) Full Text: DOI arXiv
Tall, El Hadji Yaya; Viana, Marcelo Moduli of continuity for the Lyapunov exponents of random \(\mathrm{GL}(2)\)-cocycles. (English) Zbl 1437.37064 Trans. Am. Math. Soc. 373, No. 2, 1343-1383 (2020). Reviewer: Armand Azonnahin (São Paulo) MSC: 37H15 37A20 PDFBibTeX XMLCite \textit{E. H. Y. Tall} and \textit{M. Viana}, Trans. Am. Math. Soc. 373, No. 2, 1343--1383 (2020; Zbl 1437.37064) Full Text: DOI
Wang, Yuejiao; Liu, Zaiming; Liu, Quansheng; Li, Yingqiu Asymptotic properties of a branching random walk with a random environment in time. (English) Zbl 1499.60333 Acta Math. Sci., Ser. B, Engl. Ed. 39, No. 5, 1345-1362 (2019). MSC: 60K37 60J80 PDFBibTeX XMLCite \textit{Y. Wang} et al., Acta Math. Sci., Ser. B, Engl. Ed. 39, No. 5, 1345--1362 (2019; Zbl 1499.60333) Full Text: DOI HAL
Sudzik, Mariusz On a functional equation related to a problem of G. Derfel. (English) Zbl 1409.39014 Aequationes Math. 93, No. 1, 137-148 (2019). MSC: 39B22 39B05 PDFBibTeX XMLCite \textit{M. Sudzik}, Aequationes Math. 93, No. 1, 137--148 (2019; Zbl 1409.39014) Full Text: DOI
Leckey, Kevin; Neininger, Ralph; Sulzbach, Henning Process convergence for the complexity of radix selection on Markov sources. (English) Zbl 1405.60042 Stochastic Processes Appl. 129, No. 2, 507-538 (2019). MSC: 60F17 60G15 68P10 60C05 68Q25 PDFBibTeX XMLCite \textit{K. Leckey} et al., Stochastic Processes Appl. 129, No. 2, 507--538 (2019; Zbl 1405.60042) Full Text: DOI arXiv
Wang, YanQing; Liu, QuanSheng Limit theorems for a supercritical branching process with immigration in a random environment. (English) Zbl 1390.60315 Sci. China, Math. 60, No. 12, 2481-2502 (2017). MSC: 60J80 60F10 60F25 60F05 PDFBibTeX XMLCite \textit{Y. Wang} and \textit{Q. Liu}, Sci. China, Math. 60, No. 12, 2481--2502 (2017; Zbl 1390.60315) Full Text: DOI
Kapica, Rafał Random iteration and Markov operators. (English) Zbl 1343.60102 J. Difference Equ. Appl. 22, No. 2, 295-305 (2016); erratum ibid. 22, No. 8, iii (2016). MSC: 60J05 39B12 37H99 37N99 PDFBibTeX XMLCite \textit{R. Kapica}, J. Difference Equ. Appl. 22, No. 2, 295--305 (2016; Zbl 1343.60102) Full Text: DOI
Kapica, Rafał; Morawiec, Janusz Inhomogeneous refinement equations with random affine maps. (English) Zbl 1345.65071 J. Difference Equ. Appl. 21, No. 12, 1200-1211 (2015). Reviewer: Manfred Tasche (Rostock) MSC: 65T60 39B22 45A05 65T40 PDFBibTeX XMLCite \textit{R. Kapica} and \textit{J. Morawiec}, J. Difference Equ. Appl. 21, No. 12, 1200--1211 (2015; Zbl 1345.65071) Full Text: DOI arXiv
Molchanov, Stanislav A.; Derfel, Gregory; Bogachev, Leonid V. Analysis of the archetypal functional equation in the non-critical case. (English) Zbl 1335.45007 Discrete Contin. Dyn. Syst. 2015, Suppl., 132-141 (2015). MSC: 45R05 45G05 60H20 60J05 60G42 PDFBibTeX XMLCite \textit{S. A. Molchanov} et al., Discrete Contin. Dyn. Syst. 2015, 132--141 (2015; Zbl 1335.45007) Full Text: DOI arXiv
Basu, Ranojoy; Roitershtein, Alexander Divergent perpetuities modulated by regime switches. (English) Zbl 1274.60263 Stoch. Models 29, No. 2, 129-148 (2013). Reviewer: Anatoliy Pogorui (Zhytomyr) MSC: 60K15 60J20 60G70 PDFBibTeX XMLCite \textit{R. Basu} and \textit{A. Roitershtein}, Stoch. Models 29, No. 2, 129--148 (2013; Zbl 1274.60263) Full Text: DOI
Kapica, Rafał; Morawiec, Janusz Refinement equations and distributional fixed points. (English) Zbl 1243.39017 Appl. Math. Comput. 218, No. 15, 7741-7746 (2012). Reviewer: Ioannis P. Stavroulakis (Ioannina) MSC: 39B22 42C40 42A38 PDFBibTeX XMLCite \textit{R. Kapica} and \textit{J. Morawiec}, Appl. Math. Comput. 218, No. 15, 7741--7746 (2012; Zbl 1243.39017) Full Text: DOI
Lindner, Alexander; Sato, Ken-Iti Properties of stationary distributions of a sequence of generalized Ornstein – Uhlenbeck processes. (English) Zbl 1239.60010 Math. Nachr. 284, No. 17-18, 2225-2248 (2011). Reviewer: Almut Veraart (London) MSC: 60E07 60G30 60G10 60G51 PDFBibTeX XMLCite \textit{A. Lindner} and \textit{K.-I. Sato}, Math. Nachr. 284, No. 17--18, 2225--2248 (2011; Zbl 1239.60010) Full Text: DOI arXiv
Behme, Anita Diana Distributional properties of solutions of \(\text dV_{T} = V_{T-} \text dU_{T} + \text dL_T\) with Lévy noise. (English) Zbl 1226.60088 Adv. Appl. Probab. 43, No. 3, 688-711 (2011). MSC: 60H10 60G51 PDFBibTeX XMLCite \textit{A. D. Behme}, Adv. Appl. Probab. 43, No. 3, 688--711 (2011; Zbl 1226.60088) Full Text: DOI
Hitczenko, Paweł; Wesołowski, Jacek Renorming divergent perpetuities. (English) Zbl 1232.60017 Bernoulli 17, No. 3, 880-894 (2011). Reviewer: Aleksander Iksanov (Kiev) MSC: 60F05 60G50 PDFBibTeX XMLCite \textit{P. Hitczenko} and \textit{J. Wesołowski}, Bernoulli 17, No. 3, 880--894 (2011; Zbl 1232.60017) Full Text: DOI arXiv
Kapica, Rafał; Morawiec, Janusz Matrix refinement type equations. (English) Zbl 1218.15018 Appl. Math. Comput. 217, No. 21, 8311-8317 (2011). MSC: 15B52 60B20 42A38 PDFBibTeX XMLCite \textit{R. Kapica} and \textit{J. Morawiec}, Appl. Math. Comput. 217, No. 21, 8311--8317 (2011; Zbl 1218.15018) Full Text: DOI
Wang, Hesong; Gao, Zhiqiang; Liu, Quansheng Central limit theorems for a supercritical branching process in a random environment. (English) Zbl 1210.60095 Stat. Probab. Lett. 81, No. 5, 539-547 (2011). MSC: 60J80 60F05 60K37 PDFBibTeX XMLCite \textit{H. Wang} et al., Stat. Probab. Lett. 81, No. 5, 539--547 (2011; Zbl 1210.60095) Full Text: DOI HAL
Lev, Gersh Shakhnovich; Frolov, Anton Viktorovich On problem on the probability of absorbtion. (Russian. English summary) Zbl 1506.60112 Vestn. Tomsk. Gos. Univ., Mat. Mekh. 2009, No. 1(5), 11-16 (2009). MSC: 60K99 PDFBibTeX XMLCite \textit{G. S. Lev} and \textit{A. V. Frolov}, Vestn. Tomsk. Gos. Univ., Mat. Mekh. 2009, No. 1(5), 11--16 (2009; Zbl 1506.60112) Full Text: MNR
Alsmeyer, Gerold; Iksanov, Alex; Rösler, Uwe On distributional properties of perpetuities. (English) Zbl 1173.60309 J. Theor. Probab. 22, No. 3, 666-682 (2009). MSC: 60E99 60G50 PDFBibTeX XMLCite \textit{G. Alsmeyer} et al., J. Theor. Probab. 22, No. 3, 666--682 (2009; Zbl 1173.60309) Full Text: DOI arXiv
Shu, F. C. A law of large numbers and central limit theorem for the logarithm of an autoregressive process with a stationary driving sequence. (English) Zbl 1162.60316 Stat. Probab. Lett. 79, No. 9, 1141-1145 (2009). MSC: 60F15 60G10 60F05 PDFBibTeX XMLCite \textit{F. C. Shu}, Stat. Probab. Lett. 79, No. 9, 1141--1145 (2009; Zbl 1162.60316) Full Text: DOI
Kapica, Rafał; Morawiec, Janusz Refinement type equations and Grincevičjus series. (English) Zbl 1158.39002 J. Math. Anal. Appl. 350, No. 1, 393-400 (2009). Reviewer: Rodica Luca Tudorache (Iaşi) MSC: 39A10 65T60 42C40 PDFBibTeX XMLCite \textit{R. Kapica} and \textit{J. Morawiec}, J. Math. Anal. Appl. 350, No. 1, 393--400 (2009; Zbl 1158.39002) Full Text: DOI
Kapica, Rafał; Morawiec, Janusz Probability distribution functions of the Grincevičjus series. (English) Zbl 1144.62008 J. Math. Anal. Appl. 342, No. 2, 1380-1387 (2008). Reviewer: Romanas Yanushkevichius (Vilnius) MSC: 62E10 60E05 PDFBibTeX XMLCite \textit{R. Kapica} and \textit{J. Morawiec}, J. Math. Anal. Appl. 342, No. 2, 1380--1387 (2008; Zbl 1144.62008) Full Text: DOI
Kaluszka, M.; Okolewski, A. Sharp bounds for generalized order statistics via logarithmic moments. (English) Zbl 1072.62044 Commun. Stat., Theory Methods 34, No. 9-10, 1911-1923 (2005). MSC: 62G30 62E15 62H10 PDFBibTeX XMLCite \textit{M. Kaluszka} and \textit{A. Okolewski}, Commun. Stat., Theory Methods 34, No. 9--10, 1911--1923 (2005; Zbl 1072.62044) Full Text: DOI
Szabados, Tamás; Székely, Balázs An exponential functional of random walks. (English) Zbl 1028.60031 J. Appl. Probab. 40, No. 2, 413-426 (2003). MSC: 60F17 60F25 60G50 PDFBibTeX XMLCite \textit{T. Szabados} and \textit{B. Székely}, J. Appl. Probab. 40, No. 2, 413--426 (2003; Zbl 1028.60031) Full Text: DOI arXiv
Baron, Michael; Rukhin, Andrew L. Perpetuities and asymptotic change-point analysis. (English) Zbl 0987.62009 Stat. Probab. Lett. 55, No. 1, 29-38 (2001). MSC: 62E20 62F12 PDFBibTeX XMLCite \textit{M. Baron} and \textit{A. L. Rukhin}, Stat. Probab. Lett. 55, No. 1, 29--38 (2001; Zbl 0987.62009) Full Text: DOI
Watanabe, Toshiro Continuity properties of distributions with some decomposability. (English) Zbl 1425.60022 J. Theor. Probab. 13, No. 1, 169-191 (2000). MSC: 60E99 60E07 11R06 PDFBibTeX XMLCite \textit{T. Watanabe}, J. Theor. Probab. 13, No. 1, 169--191 (2000; Zbl 1425.60022) Full Text: DOI
Liu, Quansheng On generalized multiplicative cascades. (English) Zbl 1028.60087 Stochastic Processes Appl. 86, No. 2, 263-286 (2000). MSC: 60J80 60G57 28A78 28A80 60G42 PDFBibTeX XMLCite \textit{Q. Liu}, Stochastic Processes Appl. 86, No. 2, 263--286 (2000; Zbl 1028.60087) Full Text: DOI
Goldie, Charles M.; Maller, Ross A. Stability of perpetuities. (English) Zbl 1023.60037 Ann. Probab. 28, No. 3, 1195-1218 (2000). MSC: 60F15 60F05 60H25 68W40 PDFBibTeX XMLCite \textit{C. M. Goldie} and \textit{R. A. Maller}, Ann. Probab. 28, No. 3, 1195--1218 (2000; Zbl 1023.60037) Full Text: DOI
Bunge, John Nested classes of \(C\)-decomposable laws. (English) Zbl 0873.60005 Ann. Probab. 25, No. 1, 215-229 (1997). MSC: 60E05 60F05 PDFBibTeX XMLCite \textit{J. Bunge}, Ann. Probab. 25, No. 1, 215--229 (1997; Zbl 0873.60005) Full Text: DOI
Garcia, Julio C. Divergence criteria for random series related to the Azéma-Emery martingale process. (English. Russian original) Zbl 0842.60027 Math. Notes 57, No. 4, 361-368 (1995); translation from Mat. Zametki 57, No. 4, 522-533 (1995). Reviewer: E.Valkeila (Helsinki) MSC: 60F15 60G42 PDFBibTeX XMLCite \textit{J. C. Garcia}, Math. Notes 57, No. 4, 361--368 (1995; Zbl 0842.60027); translation from Mat. Zametki 57, No. 4, 522--533 (1995) Full Text: DOI
Mukherjea, Arunava Recurrent random walks in nonnegative matrices. II. (English) Zbl 0794.60002 Probab. Theory Relat. Fields 96, No. 4, 415-434 (1993). Reviewer: A.Mukherjea (Tampa) MSC: 60B10 60G50 PDFBibTeX XMLCite \textit{A. Mukherjea}, Probab. Theory Relat. Fields 96, No. 4, 415--434 (1993; Zbl 0794.60002) Full Text: DOI
Mukherjea, Arunava Tightness of products of iid random matrices. (English) Zbl 0691.60007 Probab. Theory Relat. Fields 87, No. 3, 389-401 (1991). Reviewer: A.Mukherjea MSC: 60B15 60B10 PDFBibTeX XMLCite \textit{A. Mukherjea}, Probab. Theory Relat. Fields 87, No. 3, 389--401 (1991; Zbl 0691.60007) Full Text: DOI
Pourahmadi, Mohsen Stationarity of the solution of \(X_ t=A_ tX_{t-1}+\epsilon _ t\) and analysis of non-Gaussian dependent random variables. (English) Zbl 0669.62082 J. Time Ser. Anal. 9, No. 3, 225-239 (1988). MSC: 62M10 62M05 60G10 PDFBibTeX XMLCite \textit{M. Pourahmadi}, J. Time Ser. Anal. 9, No. 3, 225--239 (1988; Zbl 0669.62082) Full Text: DOI
Wolfe, Stephen James Continuity properties of decomposable probability measures on Euclidean spaces. (English) Zbl 0533.60020 J. Multivariate Anal. 13, 534-538 (1983). Reviewer: A.Grincevičius MSC: 60E05 60H99 PDFBibTeX XMLCite \textit{S. J. Wolfe}, J. Multivariate Anal. 13, 534--538 (1983; Zbl 0533.60020) Full Text: DOI
Jurek, Zbigniew; Vervaat, Wim An integral representation for selfdecomposable Banach space valued random variables. (English) Zbl 0488.60028 Z. Wahrscheinlichkeitstheor. Verw. Geb. 62, 247-262 (1983). MSC: 60E07 PDFBibTeX XMLCite \textit{Z. Jurek} and \textit{W. Vervaat}, Z. Wahrscheinlichkeitstheor. Verw. Geb. 62, 247--262 (1983; Zbl 0488.60028) Full Text: DOI
Wolfe, Stephen James On a continuous analogue of the stochastic difference equation \(X_ n = \rho X_{n-1} + B_n\). (English) Zbl 0482.60062 Stochastic Processes Appl. 12, 301-312 (1982). MSC: 60H99 60E05 PDFBibTeX XMLCite \textit{S. J. Wolfe}, Stochastic Processes Appl. 12, 301--312 (1982; Zbl 0482.60062) Full Text: DOI
Grincevičius, A. Products of random affine transformations. (English) Zbl 0472.60035 Lith. Math. J. 20, 279-282 (1981). MSC: 60F99 15B52 PDFBibTeX XMLCite \textit{A. Grincevičius}, Lith. Math. J. 20, 279--282 (1981; Zbl 0472.60035) Full Text: DOI
Chamayou, J. M. F. On the simulation of shot noise and some other random variables. (English) Zbl 0373.60053 Stochastic Processes Appl. 6, 305-316 (1978). MSC: 60G35 60K10 68U20 PDFBibTeX XMLCite \textit{J. M. F. Chamayou}, Stochastic Processes Appl. 6, 305--316 (1978; Zbl 0373.60053) Full Text: DOI