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 (Q3715984)
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scientific article; zbMATH DE number 3944982
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| English | 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 |
scientific article; zbMATH DE number 3944982 |
Statements
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 (English)
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1986
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uniform strong law of large numbers
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stochastic difference equation
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strictly stationary and ergodic
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stationary solution
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0.8205046057701111
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0.8168218731880188
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0.8067933320999146
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0.8066663146018982
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