Limit theorems for discounted convergent perpetuities
From MaRDI portal
Publication:2076602
DOI10.1214/21-EJP705zbMath1483.60049arXiv2102.12216MaRDI QIDQ2076602
Aleksander M. Iksanov, A. V. Nikitin, Igor V. Samoilenko
Publication date: 22 February 2022
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2102.12216
functional central limit theorem; strong law of large numbers; law of the iterated logarithm; perpetuity; cluster set
60G50: Sums of independent random variables; random walks
60F15: Strong limit theorems
60F17: Functional limit theorems; invariance principles
Related Items
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A self-normalized law of the iterated logarithm for the geometrically weighted random series
- A law of the iterated logarithm for geometrically weighted martingale difference sequences
- Strong approximation theorems for geometrically weighted random series and their applications
- Functional local law of the iterated logarithm for geometrically weighted random series.
- Stability of perpetuities
- On intermediate levels of nested occupancy scheme in random environment generated by stick-breaking I
- Law of the iterated logarithm for a random Dirichlet series
- Real zeros of random Dirichlet series
- A law of the iterated logarithm for random geometric series
- An infinite-dimensional helix invariant under spherical projections
- Stochastic Models with Power-Law Tails
- Renewal Theory for Perturbed Random Walks and Similar Processes
- On a stochastic difference equation and a representation of non–negative infinitely divisible random variables
- Summability Methods for Independent, Identically Distributed Random Variables
- Weak convergence of the number of vertices at intermediate levels of random recursive trees
- Present Value of a Renewal Process
- The Discounted Central Limit Theorem and its Berry-Esseen Analogue
- Stochastic Abelian and Tauberian theorems
- Brownian Motion
