  We consider stochastic dynamical systems on ${\mathbb{R}}$, that is, random
processes defined by $X_n^x=\Psi_n(X_{n-1}^x)$, $X_0^x=x$, where $\Psi _n$ are
i.i.d. random continuous transformations of some unbounded closed subset of
${\mathbb{R}}$. We assume here that $\Psi_n$ behaves asymptotically like
$A_nx$, for some random positive number $A_n$ [the main example is the affine
stochastic recursion $\Psi_n(x)=A_nx+B_n$]. Our aim is to describe invariant
Radon measures of the process $X_n^x$ in the critical case, when
${\mathbb{E}}\log A_1=0$. We prove that those measures behave at infinity like
$\frac{dx}{x}$. We study also the problem of uniqueness of the invariant
measure. We improve previous results known for the affine recursions and
generalize them to a larger class of stochastic dynamical systems which
include, for instance, reflected random walks, stochastic dynamical systems on
the unit interval $[0,1]$, additive Markov processes and a variant of the
Galton--Watson process.
