Asymptotics of stationary solutions of multivariate stochastic recursions with heavy tailed inputs and related limit theorems (Q655316): Difference between revisions
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English | Asymptotics of stationary solutions of multivariate stochastic recursions with heavy tailed inputs and related limit theorems |
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Asymptotics of stationary solutions of multivariate stochastic recursions with heavy tailed inputs and related limit theorems (English)
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4 January 2012
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Markov chains
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stationary measures
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heavy tailed random variables
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limit theorems
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