Tail of the stationary solution of the stochastic equation \(Y_{n+1}=a_{n} Y_{n}+b_{n}\) with Markovian coefficients
type: Item
instance of: scholarly article
title: Tail of the stationary solution of the stochastic equation \(Y_{n+1}=a_{n} Y_{n}+b_{n}\) with Markovian coefficients
zbMATH Open document ID: 1059.60081
author: Benoîte de Saporta
published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris
publication date: 2005-02-22T00:00:00Z
Mathematics Subject Classification ID: 60H99
Mathematics Subject Classification ID: 60K05
zbMATH DE Number: 2136405
MaRDI profile type: MaRDI publication profile
full work available at URL: j.crma.2004.11.018
OpenAlex ID: W2157762173
cites work: Q3026011
cites work: The stochastic equation Yn+1=AnYn + Bn with stationary coefficients
cites work: Implicit renewal theory and tails of solutions of random equations
cites work: Products of random affine transformations
cites work: Random difference equations and renewal theory for products of random matrices
cites work: Renewal theory for functionals of a Markov chain with general state space
cites work: Renewal theorem for a system of renewal equations
DOI: 10.1016/J.CRMA.2004.11.018
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description: scientific article; zbMATH DE number 2136405