Stochastic vector difference equations with stationary coefficients

DOI10.2307/3215199zbMath0839.60060OpenAlexW1969336258MaRDI QIDQ4866757

David D. W. Yao, Paul Glasserman

Publication date: 28 May 1996

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3215199

zbMATH Keywords

stabilityrandom matricessubadditive ergodic theory

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Random operators and equations (aspects of stochastic analysis) (60H25)

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