Asymptotics of stationary solutions of multivariate stochastic recursions with heavy tailed inputs and related limit theorems (Q655316)
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scientific article; zbMATH DE number 5994218
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| English | Asymptotics of stationary solutions of multivariate stochastic recursions with heavy tailed inputs and related limit theorems |
scientific article; zbMATH DE number 5994218 |
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Asymptotics of stationary solutions of multivariate stochastic recursions with heavy tailed inputs and related limit theorems (English)
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4 January 2012
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Markov chains
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stationary measures
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heavy tailed random variables
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limit theorems
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0.8231410980224609
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0.8219731450080872
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0.8153923749923706
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0.8090556263923645
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0.8017793893814087
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