Stability of block-triangular stationary random matrices (Q932116): Difference between revisions

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Revision as of 02:40, 5 March 2024

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Stability of block-triangular stationary random matrices
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    Stability of block-triangular stationary random matrices (English)
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    10 July 2008
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    random coefficient linear stochastic systems
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    identification
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    Lyapunov exponents
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    random matrix products
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    GARCH processes
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