A simple proof of heavy tail estimates for affine type Lipschitz recursions

DOI10.1016/j.spa.2016.06.022zbMath1354.60025arXiv1604.06943OpenAlexW2963140710MaRDI QIDQ730355

Ewa Damek, Dariusz Buraczewski

Publication date: 27 December 2016

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1604.06943

zbMATH Keywords

tail asymptoticsrandom difference equationsaffine recursioniterated functions systemLipschitz recursion

Mathematics Subject Classification ID

Large deviations (60F10)

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