Multivariate linear recursions with Markov-dependent coefficients (Q631617)

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Multivariate linear recursions with Markov-dependent coefficients
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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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