Limit theorems for discounted convergent perpetuities
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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
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