Iterated random functions and regularly varying tails

DOI10.1080/10236198.2018.1505881zbMath1401.60128arXiv1706.03876OpenAlexW2962752099WikidataQ129401009 ScholiaQ129401009MaRDI QIDQ4689895

Ewa Damek, Piotr Dyszewski

Publication date: 22 October 2018

Published in: Journal of Difference Equations and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1706.03876

zbMATH Keywords

stationary distributionrandom difference equationstochastic recursionsregularly varying distributionconvolution equivalent tails

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Random operators and equations (aspects of stochastic analysis) (60H25)

Related Items (2)

Homogeneous mappings of regularly varying vectors ⋮ Stochastic recursions: between Kesten's and Grincevičius-Grey's assumptions

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