Tail index of asymptotically homogeneous Markov chains

被引：0

作者：

V. Kazakevičius

V. Skorniakov

机构：

[1] Vilnius University,

来源：

Lithuanian Mathematical Journal | 2010年 / 50卷

关键词：

tail index; asymptotically homogeneous Markov chains; 60J99;

D O I：

暂无

中图分类号：

学科分类号：

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：18

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