Multivariate linear recursions with Markov-dependent coefficients (Q631617): Difference between revisions

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+The random difference equation \(X_ n = A_ n X_{n-1} + B_ n\) in the critical case
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+A characterization of multivariate regular variation.
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+Regular variation of GARCH processes.
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+The Distribution of Wealth and Fiscal Policy in Economies With Finitely Lived Agents
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+Asymptotic Analysis of Random Walks
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+The stochastic equation <i>Y<sub>n</sub></i><sub>+1</sub>=<i>A<sub>n</sub>Y<sub>n</sub> + B<sub>n</sub></i> with stationary coefficients
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+Q4001402
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+Random recurrence equations and ruin in a Markov-dependent stochastic economic environment
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+Point process and partial sum convergence for weakly dependent random variables with infinite variance
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+Extremal behaviour of solutions to a stochastic difference equation with applications to ARCH processes
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+Tail of the stationary solution of the stochastic equation \(Y_{n+1}=a_{n} Y_{n}+b_{n}\) with Markovian coefficients
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+On the multidimensional stochastic equation \(Y_{n+1}=A_{n} Y_{n}+B_{n}\)
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+Iterated Random Functions
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+Hidden Markov processes
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+Zipf's Law for Cities: An Explanation
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+Random linear recursions with dependent coefficients
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+Implicit renewal theory and tails of solutions of random equations
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+Regular variation in the tail behaviour of solutions of random difference equations
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+The asymptotic behaviour of extinction probability in the Smith–Wilkinson branching process
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+The fractional linear probability generating function in the random environment branching process
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+One limit distribution for a random walk on the line
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+Asymptotic distribution theory for Hoare's selection algorithm
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+Heavy tail properties of stationary solutions of multidimensional stochastic recursions
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+Stability of linear stochastic difference equations in strategically controlled random environments
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+Random difference equations and renewal theory for products of random matrices
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+Recurrence and transience criteria for random walk in a random environment
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+The tail of the stationary distribution of a random coefficient \(\text{AR}(q)\) model.
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+Large deviations and ruin probabilities for solutions to stochastic recurrence equations with heavy-tailed innovations
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+Limit theorems for one-dimensional transient random walks in Markov environments
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+Limit theory for the sample autocorrelations and extremes of a GARCH \((1,1)\) process.
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+The Evaluation of Risky Investments with Random Timing of Cash Returns
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+Limit laws for a stochastic process and random recursion arising in probabilistic modelling
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+Q3771297
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+On the foundations of multivariate heavy-tail analysis
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+Point processes, regular variation and weak convergence
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+Heavy tailed hidden semi-markov models
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+Moving averages with random coefficients and random coefficient autoregressive models
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+One-dimensional linear recursions with Markov-dependent coefficients
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+Multivariate Markov-switching ARMA processes with regularly varying noise
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+On a stochastic difference equation and a representation of non–negative infinitely divisible random variables
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