One-dimensional linear recursions with Markov-dependent coefficients
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Publication:2455056
DOI10.1214/105051606000000844zbMath1125.60092arXivmath/0409335OpenAlexW2090685743MaRDI QIDQ2455056
Publication date: 22 October 2007
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0409335
Markov renewal theorystochastic difference equationsMarkov random walkstail asymptoticrandom linear recursions
Markov renewal processes, semi-Markov processes (60K15) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20)
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