| Title |
Asymptotically homogeneous Markov chains / |
| Translation of Title |
Asimptotiškai homogeninės Markovo grandinės. |
| Authors |
Skorniakov, Viktor |
| Full Text |
|
| Pages |
18 |
| Keywords [eng] |
Markov chains ; stationary distribution ; tail index |
| Abstract [eng] |
In the dissertation there is investigated a class of Markov chains defined by iterations of a function possessing a property of asymptotical homogeneity. Two problems are solved: 1) there are established rather general conditions under which the chain has unique stationary distribution; 2) for the chains evolving in a real line there are established conditions under which the stationary distribution of the chain is heavy-tailed. |
| Type |
Summaries of doctoral thesis |
| Language |
English |
| Publication date |
2010 |
