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Strictly stationary solutions of ARMA equations in Banach spaces
Strictly stationary solutions ARMA equations Banach spaces Probability
2012/6/21
We obtain necessary and sufficient conditions for the existence of strictly stationary solutions of ARMA equations in Banach spaces with independent and identically distributed noise under certain ass...
Some uniqueness results for stationary solutions to the Maxwell-Born-Infeld field equations and their physical consequences
stationary solutions the Maxwell-Born-Infeld field equations Analysis of PDEs
2011/9/5
Abstract: Uniqueness results are established for time-independent finite-energy electromagnetic fields which solve the nonlinear Maxwell--Born--Infeld equations in boundary-free space under the condit...
Asymptotics of stationary solutions of multivariate stochastic recursions with heavy tailed inputs and related limit theorems
stationary solutions multivariate stochastic recursions related limit theorems
2010/11/12
Let $\Phi_n$ be an i.i.d. sequence of Lipschitz mappings of $\R^d$. We study the Markov chain $\{X_n^x\}_{n=0}^\8$ on $\R^d$ defined by the recursion $X_n^x = \Phi_n(X^x_{n-1})$, $n\ge 0$, $X_0=x\in\...
Tail behavior of stationary solutions of random difference equations: the case of regular matrices
Markov renewal theory implicit renewal theory Harris recurrence
2010/12/1
Given a sequence (Mn,Qn)n≥1 of i.i.d. random variables with generic copy (M,Q)such that M is a regular d × d matrix and Q takes values in Rd, we consider the random difference equation (RDE) Rn = MnRn...