| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1153757 | Statistics & Probability Letters | 2010 | 9 Pages |
Abstract
We consider the equation Rn=Qn+MnRn−1Rn=Qn+MnRn−1, with random non-i.i.d. coefficients (Qn,Mn)n∈Z∈R2(Qn,Mn)n∈Z∈R2, and show that the distribution tails of the stationary solution to this equation are regularly varying at infinity.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Arka P. Ghosh, Diana Hay, Vivek Hirpara, Reza Rastegar, Alexander Roitershtein, Ashley Schulteis, Jiyeon Suh,