Heavy tail properties of stationary solutions of multidimensional stochastic recursions (Q5307900)
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scientific article; zbMATH DE number 5192071
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Heavy tail properties of stationary solutions of multidimensional stochastic recursions |
scientific article; zbMATH DE number 5192071 |
Statements
19 September 2007
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random walk
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stationary measure
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random matrix
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heavy tail
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Mellin transform
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Heavy tail properties of stationary solutions of multidimensional stochastic recursions (English)
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