Local asymptotic normality for linear homogeneous difference equations with non-Gaussian noise

DOI10.1023/A:1021623714825zbMath0933.60076OpenAlexW32146106MaRDI QIDQ1303907

Andrius Jankunas

Publication date: 27 March 2000

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

Full work available at URL: https://doi.org/10.1023/a:1021623714825

zbMATH Keywords

local asymptotic normalitystochastic difference equationproduct of random matricesirreducible and contracting sets of matrices

Mathematics Subject Classification ID

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

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