Asymptotic behavior of solutions of stochastic recurrence equations in \(\mathbb{R}{}^ d\)

DOI10.1007/BF01058946zbMath0742.60061MaRDI QIDQ1177741

V. A. Koval'

Publication date: 26 June 1992

Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

almost sure convergencestochastic difference equationGaussian Markov sequence

Mathematics Subject Classification ID

Strong limit theorems (60F15) Stochastic analysis (60H99)

Related Items (3)

Almost Sure Convergence of the Series of Gaussian Markov Sequences ⋮ Convergence of Baum-Katz series for sums whose terms are elements of a linear \(m\)th order autoregressive sequence ⋮ Convergence of series of elements of multidimensional Gaussian Markov sequences

Cites Work

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