Paper detail

A stochastic difference equation with stationary noise on groups

We consider the stochastic difference equation $$η_k = ξ_k ϕ(η_{k-1}), ~~~~ k \in \Z $$ on a locally compact group $G$ where $ξ_k$ are given $G$-valued random variables, $η_k$ are unknown $G$-valued random variables and $ϕ$ is an automorphism of $G$. This equation was considered by Tsirelson and Yor on one-dimensional torus. We consider the case when $ξ_k$ have a common law $μ$ and prove that if $G$ is a pointwise distal group and $ϕ$ is a distal automorphism of $G$ and if the equation has a solution, then extremal solutions of the equation are in one-one correspondence with points on the coset space $K\backslash G$ for some compact subgroup $K$ of $G$ such that $μ$ is supported on $Kz= zϕ(K)$ for any $z$ in the support of $μ$. We also provide a necessary and sufficient condition for the existence of solutions to the equation.

preprint2010arXivOpen access

Signal facts

What is known right now

Open access1 author2 topics

Next steps

Decide what to do with this paper

Use like or dislike for the fast social read. The more specific scholarly feedback stays available below when needed.

Log in to curate

Reading frame

Keep the important context close to the paper

Keep the important signals around this paper in one place: votes, save state, collection context, reviews and the metadata you need before deciding what to do next.

Institutions

Add specific reaction

Move through the context

Research map

Open full explorer

Move through nearby people, institutions, topics and adjacent work without leaving the paper page.

Building this map preview

BZPEER is loading the nearby papers, people, topics and institutions for this page.

Structured reviews

0 review(s)

ContributeLeave structured feedbackUse the review template when you have a concrete strength, concern or method question.Open review form

No structured reviews yet. High-signal critique starts here.

Work discussion

0 comment(s)

DiscussAdd a high-signal commentKeep quick notes, caveats and replication pointers separate from formal reviews.Open comment form

No discussion yet. The first strong comment sets the tone.