Large excursions and conditioned laws for recursive sequences generated by random matrices (Q1660628)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Large excursions and conditioned laws for recursive sequences generated by random matrices |
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Large excursions and conditioned laws for recursive sequences generated by random matrices (English)
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16 August 2018
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random recurrence equations
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stochastic fixed-point equations
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products of random matrices
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Markov chain theory in general state space
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nonlinear Markov renewal theory
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large deviations
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first passage times
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conditional limit theorems
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extreme value theory
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