A limit theorem for random matrices with a multiparameter and its application to a stochastic model of a large economy
DOI10.1016/0304-4149(94)90100-7zbMath0815.60028OpenAlexW1971387686MaRDI QIDQ1336986
Klaus Schürger, Igor V. Evstigneev
Publication date: 30 June 1995
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4149(94)90100-7
law of large numbersergodic theoryproduct of random matricessubadditive processesstochastic economic growth modelstochastic model of a large economy
Stationary stochastic processes (60G10) Production theory, theory of the firm (91B38) Strong limit theorems (60F15) Economic growth models (91B62)
Cites Work
- Almost subadditive multiparameter ergodic theorems
- Subadditive ergodic theory
- Random economies with many interacting agents
- Some Stochastic Processes of Interdependent Demand and Technological Diffusion of an Innovation Exhibiting Externalities among Adopters
- Ergodic theorems for superadditive processes.
- Subadditive mean ergodic theorems
- Products of Random Matrices
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