Multivariate linear recursions with Markov-dependent coefficients

Encyclopedia of Mathematics and its Applications.

Y. L. L., William B. Jones, W. J. Thron · Mathematics of Computation · 1982 · 4.1K citations

Spectral Theory, Theoretical Mathematics, Geometry Of Number +2

Zipf's Law for Cities: An Explanation

Xavier Gabaix · The Quarterly Journal of Economics · 1999 · 2K citations

Random difference equations and Renewal theory for products of random matrices

Harry Kesten · Acta Mathematica · 1973 · 977 citations · Full text

Renewal Theory, Engineering, Random Matrices +8

Hidden Markov processes

Y. Ephraim, Neri Merhav · IEEE Transactions on Information Theory · 2002 · 800 citations

Stochastic Hybrid System, Statistical Signal Processing, Relative Entropy Densities +15

Implicit Renewal Theory and Tails of Solutions of Random Equations

Charles M. Goldie · The Annals of Applied Probability · 1991 · 557 citations · Full text

Distribution Tails, Engineering, Natural Sciences +13