Stochastic vector difference equations with stationary coefficients

DOI10.2307/3215199MaRDI QIDQ4866757zbMATH OpenOpenAlexFDO

Authors Paul Glasserman, David D. Yao

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

random matricesstabilitysubadditive ergodic theory

Mathematics Subject Classification ID

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

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