On perpetuities with light tails
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Publication:5215037
DOI10.1017/apr.2018.53zbMath1443.60070arXiv1711.08912OpenAlexW2770863652WikidataQ128899561 ScholiaQ128899561MaRDI QIDQ5215037
Publication date: 5 February 2020
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1711.08912
Sums of independent random variables; random walks (60G50) Random operators and equations (aspects of stochastic analysis) (60H25) Distribution theory (60E99)
Related Items (3)
Non-standard limits for a family of autoregressive stochastic sequences ⋮ Stochastic recursions: between Kesten's and Grincevičius-Grey's assumptions ⋮ Inverse exponential decay: stochastic fixed point equation and ARMA models
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