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Affine stochastic equation with triangular matrices - MaRDI portal

Affine stochastic equation with triangular matrices (Q5243411)

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scientific article; zbMATH DE number 7131040
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Affine stochastic equation with triangular matrices
scientific article; zbMATH DE number 7131040

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    Affine stochastic equation with triangular matrices (English)
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    18 November 2019
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    matrix recursion
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    multivariate affine stochastic equation
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    regular behavior at infinity
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    stationary solution
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    triangular matrices
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