Asymptotic behavior of solutions of stochastic recurrence equations in Rd
- V. A. Koval'
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We study convergence to zero and boundedness with probability one of solutions of stochastic recurrence equations under matrix norms.
Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 43, No. 6, pp. 829–833, 1991.
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- V. V. Voevodin and Yu. A. Kuznetsov, Matrices and Computations [in Russian], Nauka, Moscow (1984).
- V. V. Buldygin and S. A. Solntsev, Functional Methods in Problems of Sums of Random: Variables [in Russian], Naukova Dumka, Kiev (1989).
- Asymptotic behavior of solutions of stochastic recurrence equations in Rd
Ukrainian Mathematical Journal
Volume 43, Issue 6 , pp 776-779
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- Kluwer Academic Publishers-Plenum Publishers
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- V. A. Koval' (1)
- Author Affiliations
- 1. Institute of Mathematics, Academy of Sciences of the Ukrainian SSR, Kiev