Limit theorems for stochastic recursions with Markov dependent coefficients

DOI10.4064/CM128-2-12MaRDI QIDQ3144095zbMATH OpenOpenAlexFDO

Authors Dariusz Buraczewski, Małgorzata Letachowicz

Publication date 6 December 2012

Published in Colloquium Mathematicum (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.4064/cm128-2-12

zbMATH Keywords

central limit theoremlocal limit theoremrenewal theoremspectral methodstochastic recursion

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Discrete-time Markov processes on general state spaces (60J05)

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(8)

• Théorèmes limite pour les systèmes linéaires a coefficient markoviens. (Limit theorems for linear systems with Markovian coefficients)
• One-dimensional linear recursions with Markov-dependent coefficients
• Divergent perpetuities modulated by regime switches
• Stochastic Recursive Inclusions in Two Timescales with Nonadditive Iterate-Dependent Markov Noise
• scientific article; zbMATH DE number 4020137 (Why is no real title available?)
• Convergence to stable laws and a local limit theorem for stochastic recursions
• Multivariate linear recursions with Markov-dependent coefficients
• On the growth rate of a linear stochastic recursion with Markovian dependence

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