{"entities":{"Q1041395":{"pageid":1043243,"ns":120,"title":"Item:Q1041395","lastrevid":66014301,"modified":"2026-04-12T06:57:15Z","type":"item","id":"Q1041395","labels":{"en":{"language":"en","value":"Asymptotically homogeneous iterated random functions with applications to the HARCH process"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 5641528"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1041395$98947082-083A-4D12-AA76-CEEE3073D44B","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"78fd902f7993d9f563b203513831607eca513b7f","datavalue":{"value":{"text":"Asymptotically homogeneous iterated random functions with applications to the HARCH process","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q1041395$815222B6-69CE-4741-94C8-70BAD310F1FE","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"d516f32509ac64e87b76492b32ce44c1eda2e8bb","datavalue":{"value":"1193.60092","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1041395$B97D2C8A-5AB0-4739-ABB6-E11AE2EC2147","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"91670f4c09704ab5b5f8826e1513b72b9690c401","datavalue":{"value":{"entity-type":"item","numeric-id":392703,"id":"Q392703"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1041395$08E74B68-F941-4192-94CC-9FF8C3F088B9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"0b4d3703a5f27eaeccf0bf777ef2c50e2487d58c","datavalue":{"value":{"entity-type":"item","numeric-id":699234,"id":"Q699234"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1041395$3DB94F9B-2FE6-4163-8D9F-EA90D27C67DE","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"6eae2a8f4ab11bae8edce7ff6ed79c3ee5c09211","datavalue":{"value":{"entity-type":"item","numeric-id":90731,"id":"Q90731"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1041395$E11F0F4F-5026-4AA7-97D9-725EA5462D65","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"09edcb4ef610a5a9d29c1fe122117b2d598d7dc1","datavalue":{"value":{"time":"+2009-12-02T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q1041395$7D3BE5BA-960F-43EB-89FB-24939129B484","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"fabd4ed265cf5472ea34cad9843929f884b79ef2","datavalue":{"value":"Iterative time series on a finite dimensional space are considered of the form \\(X_n=F(X_{n-1},\\varepsilon_n)\\), \\(X_0=x\\), where \\(\\varepsilon_i\\) are i.i.d., \\(F(\\cdot,w)\\) is an asymptotically homogeneous function, i.e. \\(F(t_n x_n,w)/t_n\\to G(x,w)\\) as \\(t_n\\to\\infty\\), \\(x_n\\to x\\), \\(G\\) is some function.  The authors establish conditions under which the Markov chain \\(X_n\\) is positive Harris recurrent. The key condition is  \\[  \\lim_{m\\to\\infty}{1\\over m}\\sum_{i=1}^m E\\ln\\|G(Z_{i-1},\\varepsilon_i)\\|<0,  \\]  where the auxiliary chain \\(Z_i\\) is defined by \\(Z_i=G(Z_{i-1},\\varepsilon_i)/\\|G(Z_{i-1},\\varepsilon_i)\\|\\).  This result is applied to derive conditions of stationarity of HARCH(1) process.","type":"string"},"datatype":"string"},"type":"statement","id":"Q1041395$73E48D8E-9442-44C9-A24D-6B4DDE98967D","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"314e54fbb18d33f780194e79b8f7d977d400cb90","datavalue":{"value":"60J05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1041395$E4AC7030-C5D6-4288-9A38-AE47F777E3ED","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"1179c6cdfc1e6cfa1ccf347b858a5b5914f11cdc","datavalue":{"value":"62M10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1041395$2DB11D17-E8FB-4BAC-9DAA-E6D303DBC1A3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"de4049a368d68ec2ae6f38a89912f7631be4fe80","datavalue":{"value":"60G10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1041395$88F42ED3-C867-41C5-B4B2-99EC47562754","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"9e4f40f080dd135d793a7986e8d864c21f012c97","datavalue":{"value":"5641528","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1041395$F592BEBB-59E3-4D71-A33A-9E32BFE65FC7","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"397d9252ef89819a92633d8502b4000f6e56c083","datavalue":{"value":"Markov chain","type":"string"},"datatype":"string"},"type":"statement","id":"Q1041395$32856409-91E3-4256-928F-0CC51CA4B6E5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"85c9a1577f1cefb198cc5fea9807689b87b6a76d","datavalue":{"value":"stationary distribution","type":"string"},"datatype":"string"},"type":"statement","id":"Q1041395$A5D56468-18E6-4BC1-91A6-796FDC4F1E68","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"7f52358f5f15721e9f219f51758056805121b340","datavalue":{"value":"Foster-Lyapunov condition","type":"string"},"datatype":"string"},"type":"statement","id":"Q1041395$88E8034D-90B4-4E41-997E-565DEB28FD71","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"e83a122062d84ad2e78c538c85c85c3824b5ceb6","datavalue":{"value":"HARCH process","type":"string"},"datatype":"string"},"type":"statement","id":"Q1041395$CB476629-C469-45EF-AE12-688D2A39832C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"f8a4d76233c9e1ba43c11867a0629b10e5ce6f22","datavalue":{"value":"Harris recurrence","type":"string"},"datatype":"string"},"type":"statement","id":"Q1041395$FBEB19A6-8D06-4BAF-B65E-34AE6D7F8F96","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"6cc7d4f6d045e9ad7fdbf3b577cc03099a30b31b","datavalue":{"value":{"entity-type":"item","numeric-id":1775985,"id":"Q1775985"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1041395$B0FC1740-FF05-4650-B09B-A20ED6EC845D","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1041395$5B120B05-C6D2-4EF8-859B-E27799B63114","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"ccf8924a632c0fbb3bcc4ad171994c23b278d81c","datavalue":{"value":"https://doi.org/10.1007/s10986-009-9034-z","type":"string"},"datatype":"url"},"type":"statement","id":"Q1041395$1FC55B93-1E7D-4B99-B088-8711616FB94C","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"7e14bc83b18a352d329d821523f159a6ab39bae5","datavalue":{"value":"W2025442412","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1041395$C4B1D8FD-C081-4283-B5A4-81A0142D7169","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"53121166abf59401d16a513944b9200085fb081f","datavalue":{"value":{"entity-type":"item","numeric-id":1185109,"id":"Q1185109"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1041395$5634DCDF-C0F8-4A46-9CD9-59D29749FAC9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"be2215c4402808b569eba3ab654d2b46d1e17d8f","datavalue":{"value":{"entity-type":"item","numeric-id":3288449,"id":"Q3288449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1041395$398729EB-D5AE-4F25-8EF2-902D0B0CE272","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"aea04190062ab6ffb0f182da34866b5447d9248c","datavalue":{"value":{"entity-type":"item","numeric-id":4218902,"id":"Q4218902"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1041395$53A1F6A9-7DFA-4429-AA32-156881A6BD91","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9a224e226e0cc5829a98aab8619cd2bb1b69712a","datavalue":{"value":{"entity-type":"item","numeric-id":3953065,"id":"Q3953065"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1041395$A0500E82-D38B-4E89-A141-56AFEEFFBDED","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"0554f3dccbfc464e5a97829a436da1550d935054","datavalue":{"value":{"entity-type":"item","numeric-id":689061,"id":"Q689061"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1041395$5C245BD3-C140-40B3-9FCE-3FC05BBFCE3C","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"487ca65ca226b1fc9ae12f7c5238be91df4226eb","datavalue":{"value":"10.1007/S10986-009-9034-Z","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1041395$DFB078E8-0AD2-482C-B527-CD039B9F7FB1","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"eac9ef79ce6fb9777da8d579ef36a1c74cefd9be","datavalue":{"value":{"entity-type":"item","numeric-id":1578599,"id":"Q1578599"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"295ac5dbad9a9e0775298f1af6f08104ec378559","datavalue":{"value":{"amount":"+0.8799745","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1041395$2E00984C-976C-42EB-9DA4-301ACEDE28BB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"9826cfb76c2b6744fabe84e254269570320a578f","datavalue":{"value":{"entity-type":"item","numeric-id":719781,"id":"Q719781"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"ac5b83985b646ccbdc855f3cfead525fc9a9dab2","datavalue":{"value":{"amount":"+0.8785074","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1041395$CC19A898-6E42-451C-9B2A-61E2817F7AE3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"67b866938b2463a47abf8a6d3c09f87f4818feee","datavalue":{"value":{"entity-type":"item","numeric-id":1089676,"id":"Q1089676"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"4ce80c0904a503a9ca99457011bf8b02b50e43e2","datavalue":{"value":{"amount":"+0.87612087","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1041395$A0BB696C-688B-4B16-AECE-1F7BF6078891","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"738528f301febf27450b4178295654c273f66393","datavalue":{"value":{"entity-type":"item","numeric-id":6082418,"id":"Q6082418"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"04a550c573e02282fbafb33e85dce3d8322e509b","datavalue":{"value":{"amount":"+0.87564284","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1041395$F49070BC-3D6D-4E33-A5D4-EB38633D140A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"63b24c05831b826cee52a775841d1c4a6e4c197a","datavalue":{"value":{"entity-type":"item","numeric-id":5843206,"id":"Q5843206"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"bcb1eb0bc137de3986df9289e6fa9746f11accaf","datavalue":{"value":{"amount":"+0.87220955","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1041395$947044E9-0BCA-4714-B3F6-1E7E1D34245C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"4efcb5c4f610aed9fa1bd6af4b1c2ea82a6cb016","datavalue":{"value":{"entity-type":"item","numeric-id":5845324,"id":"Q5845324"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"296f9fa06c29784d4b38d19be6413c606f0c8b65","datavalue":{"value":{"amount":"+0.8691949","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1041395$64CBEA4B-1278-45C2-B52F-BA2831981C88","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"15252b4aa8e7e5e620167d43c653564462984af9","datavalue":{"value":{"entity-type":"item","numeric-id":5062135,"id":"Q5062135"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"e467770bbc3b181397c622e026db838e2eff654a","datavalue":{"value":{"amount":"+0.86856306","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1041395$175B8593-C26F-480D-9432-6657C287DB2F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"2c067c35884bd5540385e805b88c5a7904bca262","datavalue":{"value":{"entity-type":"item","numeric-id":4348075,"id":"Q4348075"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"8ea4c1e3a85355c00221bc29ed5babf07d058b21","datavalue":{"value":{"amount":"+0.86603904","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1041395$514FED31-2556-4F50-8BE5-C608EC91A0C3","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Asymptotically homogeneous iterated random functions with applications to the HARCH process","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Asymptotically_homogeneous_iterated_random_functions_with_applications_to_the_HARCH_process"}}}}}