Divergent Perpetuities Modulated by Regime Switches

DOI10.1080/15326349.2013.783282zbMath1274.60263OpenAlexW2124776787MaRDI QIDQ2841131

Ranojoy Basu, Alexander Roitershtein

Publication date: 24 July 2013

Published in: Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15326349.2013.783282

zbMATH Keywords

limit theorems Markov models random linear recursions chains of infinite order.Stochastic difference equation

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Markov renewal processes, semi-Markov processes (60K15)

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