Tail Asymptotics for a Random Sign Lindley Recursion (Q3550989)

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Tail Asymptotics for a Random Sign Lindley Recursion
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    Tail Asymptotics for a Random Sign Lindley Recursion (English)
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    8 April 2010
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    stochastic recursion
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    Cramér conditions
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    subexponential distribution
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    intermediate tail
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    sharp asymptotics
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