Stochastic Models with Power-Law Tails The Equation X = AX + B /
In this monograph the authors give a systematic approach to the probabilistic properties of the fixed point equation X=AX+B. A probabilistic study of the stochastic recurrence equation X_t=A_tX_{t-1}+B_t for real- and matrix-valued random variables A_t, where (A_t,B_t) constitute an iid sequence, is...
| Main Authors: | , , |
|---|---|
| Corporate Author: | |
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Cham :
Springer International Publishing : Imprint: Springer,
2016.
|
| Series: | Springer Series in Operations Research and Financial Engineering,
|
| Subjects: | |
| Online Access: | Full Text via HEAL-Link |
