TAIL INDEX OF ASYMPTOTICALLY HOMOGENEOUS MARKOV CHAINS

被引：0

作者：

Kazakevicius, V. ^{[1
]}

Skorniakov, V. ^{[1
]}

机构：

[1] Vilnius Univ, LT-03225 Vilnius, Lithuania

来源：

LITHUANIAN MATHEMATICAL JOURNAL | 2010年 / 50卷 / 04期

关键词：

tail index; asymptotically homogeneous Markov chains;

D O I：

10.1007/s10986-010-9093-1

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

We consider stationary distributions of Markov chains defined by iterations of asymptotically homogeneous random functions and show that, under certain assumptions, they have power law tails.

引用

页码：372 / 390

页数：19

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