Multivariate linear recursions with Markov-dependent coefficients (Q631617)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5865453
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Multivariate linear recursions with Markov-dependent coefficients |
scientific article; zbMATH DE number 5865453 |
Statements
Multivariate linear recursions with Markov-dependent coefficients (English)
0 references
14 March 2011
0 references
random vector equations
0 references
multivariate random recursions
0 references
stochastic difference equation
0 references
tail asymptotic
0 references
heavy tails
0 references
multivariate regular variation
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8738328814506531
0 references
0.8585562109947205
0 references
0.8428362011909485
0 references
0.8116310834884644
0 references
