{"entities":{"Q704266":{"pageid":706115,"ns":120,"title":"Item:Q704266","lastrevid":48398479,"modified":"2026-01-04T14:46:14Z","type":"item","id":"Q704266","labels":{"en":{"language":"en","value":"On the multidimensional stochastic equation \\(Y_{n+1}=A_{n} Y_{n}+B_{n}\\)"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 2127143"}},"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":"Q704266$B9A04DBE-5156-495B-8C6E-6D7B091394ED","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"043fccaafb737bf2928dd5563834337668af8aa8","datavalue":{"value":{"text":"On the multidimensional stochastic equation \\(Y_{n+1}=A_{n} Y_{n}+B_{n}\\)","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q704266$7506F7FB-8CDB-4C18-BFCC-D313F6A92A45","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"6857aaae8ff4042d97e11d58d0565b8b8e8126de","datavalue":{"value":"1063.60099","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q704266$493FFF9E-8214-48C1-ACF7-138A72092054","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"a848b05e89a588dfb543362ef5003b85e7d40dfd","datavalue":{"value":{"entity-type":"item","numeric-id":187636,"id":"Q187636"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q704266$8D68D1A6-66F7-456A-AB8B-62D02B5D83E3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"90bc8c890d9990597e816933c26bca903b00ceb3","datavalue":{"value":{"entity-type":"item","numeric-id":704265,"id":"Q704265"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q704266$71666277-4021-49FC-806A-D859987EA9C5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"4846f5000ea1dcc5b78e382633fddb6cbd268402","datavalue":{"value":{"entity-type":"item","numeric-id":444539,"id":"Q444539"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q704266$1E85325E-E73D-41D9-A82E-296ED29C5AB8","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"5a5c9e0c6a7a2a0cb7662cbf32d2a100f29f5641","datavalue":{"value":{"entity-type":"item","numeric-id":251665,"id":"Q251665"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q704266$DA51A543-7A07-4B16-A8BB-D9A59C9FEE8E","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"915677ea13ebe6cf8033f41f837baa84af2ec8a3","datavalue":{"value":{"time":"+2005-01-13T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q704266$32FDFDC8-64B7-43EA-B03B-661EE4A6F2C4","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"605c36637436a5d276f6c330fa4d771bf8bf95b2","datavalue":{"value":"The aim of this note is to extend the existing results of the behaviour at infinity of the tail for the stationary solution of the multi-dimensional linear auto-regressive process described by the stochastic equation:  \\[ Y_{n+1} = A_nY_n + B_n, \\quad n \\in \\mathbb N, \\;Y_n \\in\\mathbb R^d,\\;d \\geq 2,\\tag{SE} \\]  where \\((A_n, B_n)\\) is a sequence of i.i.d. (independent and identically distributed) random variables, \\(A_n\\) belongs to the linear group of invertible square matrices of size \\(d\\), and \\(B_n\\) is a vector in \\(\\mathbb R^d\\). The existing results for the solution of (SE) were obtained for coefficients being either non-negative matrices or non-singular matrices.  The authors succeed to provide weaker conditions on the coefficient sequence \\((A_n, B_n)\\) in (SE), namely a property called i-p-e condition (irreducibility-proximality-expanding), under which the solution to (SE) has a polynomial queue behaviour at infinity. The key point of the proof relies on deriving a certain renewal theorem for functionals of the Markov chain involved with the matrix coefficient \\(A_n\\).","type":"string"},"datatype":"string"},"type":"statement","id":"Q704266$5939FE42-8378-4919-89AF-90CFE8058E26","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"ddfe26001cac27b44f73ee317c958b41c5d4e225","datavalue":{"value":{"entity-type":"item","numeric-id":585901,"id":"Q585901"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q704266$CE59FCA4-CAC4-4823-81CE-BC6D300783AF","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"b030290c7c684268d407edb9b2f13755562a711c","datavalue":{"value":"60H25","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q704266$DC49F2D2-0B47-4941-8B74-271ADD049586","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"23753ed65db7ca77e23aa87e4abcc69a7e9645fb","datavalue":{"value":"60K05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q704266$C2B7DA53-3411-47B2-89EE-4D854EFF8948","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"52d550137ef2aa5d9737ff164f6a8e6e118f84bc","datavalue":{"value":"65C30","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q704266$7DE160AB-6B29-417F-8BB6-32FD84D2CDAE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"b23b4581d19061667c697da14a890aa055e6f323","datavalue":{"value":"65C40","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q704266$E3DDD2AE-8D96-4AFE-B6D4-B87CB222DA6D","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"b05ee924e30dab566afb7a8659d3ce88a99e6dc6","datavalue":{"value":"2127143","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q704266$5F62DC92-DED3-4F94-BCE3-6597A12BEB55","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"902e399e0c7a6d4e006a2f3a8564313eb0975867","datavalue":{"value":"multi-dimensional stochastic equation","type":"string"},"datatype":"string"},"type":"statement","id":"Q704266$F853CD20-A191-4C62-B6EA-BFB9665DD8CC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"b2077964a5908eb7902a19410fd41e970c93a789","datavalue":{"value":"multi-dimensional linear auto-regressive process","type":"string"},"datatype":"string"},"type":"statement","id":"Q704266$19A5A4E6-A1CD-46B0-9CD3-CEDE09AD7EEC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"0eb1772a309d1166690576b1a3cbca69a9b0b456","datavalue":{"value":"irreducibility-proximality-expanding condition","type":"string"},"datatype":"string"},"type":"statement","id":"Q704266$796BFEFA-55EC-4980-819B-EFE9D8938FAC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"5e02dc8f4ad078322c5d8f859185efc9a74c77f3","datavalue":{"value":"behaviour at infinity of the solution tail","type":"string"},"datatype":"string"},"type":"statement","id":"Q704266$1EA7DA86-AF18-447E-875F-E0462001B027","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"357360b7cc6351071c7e3c521dd6842e7523ddab","datavalue":{"value":"polynomial queue behaviour at infinity","type":"string"},"datatype":"string"},"type":"statement","id":"Q704266$D689917B-DD97-41DD-893A-76034C910C57","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"5dd1f9aa4c59ec15a98b98d4e4f320a2c73d9c4a","datavalue":{"value":"renewal theorem","type":"string"},"datatype":"string"},"type":"statement","id":"Q704266$34290C21-42D6-4F42-AFF6-2B82B51D0EB7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"7ec9164d7e1979b4514ab16d152c98460a6a6a46","datavalue":{"value":"Markov chain functional","type":"string"},"datatype":"string"},"type":"statement","id":"Q704266$76D80CA8-5C00-4AFF-8C5E-418B06D7ABDE","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q704266$D790EAD1-3DD2-4602-9058-0F73F4605506","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"5b385f12f292fb822796a2fae1db32f59c3a9716","datavalue":{"value":"https://doi.org/10.1016/j.crma.2004.07.024","type":"string"},"datatype":"url"},"type":"statement","id":"Q704266$F89B185A-E7D0-461F-82CA-B59AAB3EA4B8","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"8c2ba0c7fc51052ff24236b4204e71f11e8eff8a","datavalue":{"value":"W168790500","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q704266$05FC261E-7361-4044-B73C-B5A37A455A79","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"a36e6ffa85387296fb74b564b63942421a02d693","datavalue":{"value":{"entity-type":"item","numeric-id":3715984,"id":"Q3715984"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q704266$BA90A94C-3FB1-452D-95FD-AA515B762D17","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"dbda8fa15686110d77f555f7ad3418cac50f5ed1","datavalue":{"value":{"entity-type":"item","numeric-id":5601934,"id":"Q5601934"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q704266$739EDACC-9135-475F-A339-E57ACCE53143","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"edbe6372cd1a0d92580ecedc15e958157f4cf7e6","datavalue":{"value":{"entity-type":"item","numeric-id":4777527,"id":"Q4777527"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q704266$B073CB45-224F-495F-8A72-A82ECABA4C7D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"cf1790fc7e38ff45f10beec90a3a3a8e3c515837","datavalue":{"value":{"entity-type":"item","numeric-id":758004,"id":"Q758004"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q704266$C94FF201-15BE-415D-BDFC-7B036F7A8CBE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"42e11c362b937bed6d0af2862c407ec0ff3c8805","datavalue":{"value":{"entity-type":"item","numeric-id":1917698,"id":"Q1917698"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q704266$4A8A2681-95F0-48B1-A205-2C7CE90F3849","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"289ca8d695cc409cb648708acdf7a31f0801789b","datavalue":{"value":{"entity-type":"item","numeric-id":3155214,"id":"Q3155214"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q704266$0CC47B09-CA5D-4E2C-94A7-74FCA3542DC0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"fc6e2ca6680be8b5396a5fb739a81af2ad75216e","datavalue":{"value":{"entity-type":"item","numeric-id":3721511,"id":"Q3721511"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q704266$B8CDC534-692B-4685-9A7E-9971E58424B4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"3384e458796f68ffe77da2039eab14e92146832b","datavalue":{"value":{"entity-type":"item","numeric-id":1211309,"id":"Q1211309"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q704266$9EF4313F-9476-41D6-BE05-61B913943413","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"8ce8238ed942ecc0e7a552f4720ce7c5dc2686e8","datavalue":{"value":{"entity-type":"item","numeric-id":1216112,"id":"Q1216112"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q704266$6CC8F93B-E0D0-4BB1-9F24-AD8D05C91A16","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"87f1b910220895dd6c051f0ea9ec88c36d77eace","datavalue":{"value":"10.1016/J.CRMA.2004.07.024","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q704266$15899D8F-12C3-42BF-80A3-074403552B0D","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"eb17853392b32f05417b905f7fee5ff73ff9007f","datavalue":{"value":{"entity-type":"item","numeric-id":5307900,"id":"Q5307900"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"688f24a48bb73eccd78411ba2bc06a9f1c5a938f","datavalue":{"value":{"amount":"+0.8281722068786621","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q704266$BC44FD59-CE90-4BF7-A913-F3F8AC45DC43","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"4ffe72d619d8365562e2a90fcb9cae31c1462e8a","datavalue":{"value":{"entity-type":"item","numeric-id":5916119,"id":"Q5916119"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"3ff1654508e00c9306a1494eeffe7f232b71fdcc","datavalue":{"value":{"amount":"+0.8169558644294739","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q704266$A65BB9AA-29D5-456D-862D-9EBC349A4ADF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"408c1f65eba7493547408d501f9867704a506fce","datavalue":{"value":{"entity-type":"item","numeric-id":5921699,"id":"Q5921699"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"f9dfd736d6c1520313e6843bc1af07fb2a22cc6e","datavalue":{"value":{"amount":"+0.8139556050300598","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q704266$6DF9AEDD-E05C-49A4-8513-2A6B7C1BF715","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"fdafac802b0ab49c58bf231c06897d60275f1230","datavalue":{"value":{"entity-type":"item","numeric-id":3715984,"id":"Q3715984"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"314892aba548d7f56ea1333fe8b17fcee7f8eb4f","datavalue":{"value":{"amount":"+0.8104503750801086","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q704266$ED83B14E-F44A-461C-8FF4-B4D693197F89","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"0f33e2416a1adb73fca482c292ecc08ef8c4ed4d","datavalue":{"value":{"entity-type":"item","numeric-id":1957152,"id":"Q1957152"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"b19dfa922ffd1ea6a69a6ac47d643ef45f34f361","datavalue":{"value":{"amount":"+0.7894406318664551","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q704266$39CDB139-9A6C-4CBE-AED5-C5CB7EE76BDD","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:704266","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:704266"}}}}}