Multivariate linear recursions with Markov-dependent coefficients (Q631617)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate linear recursions with Markov-dependent coefficients |
scientific article |
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Multivariate linear recursions with Markov-dependent coefficients (English)
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14 March 2011
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random vector equations
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multivariate random recursions
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stochastic difference equation
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tail asymptotic
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heavy tails
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multivariate regular variation
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