A note on the Kesten-Grincevičius-Goldie theorem (Q303683)
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scientific article
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| default for all languages | No label defined |
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| English | A note on the Kesten-Grincevičius-Goldie theorem |
scientific article |
Statements
A note on the Kesten-Grincevičius-Goldie theorem (English)
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22 August 2016
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tail asymptotics
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perpetuity equation
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stochastic difference equation
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strong renewal theorem
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exponential functional
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random walk
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implicit renewal theorem
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0.7554195523262024
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0.7506248354911804
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0.7481103539466858
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0.7447812557220459
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0.7338995933532715
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