Distribution tails of a history-dependent random linear recursion (Q5071664)
From MaRDI portal
scientific article; zbMATH DE number 7511761
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Distribution tails of a history-dependent random linear recursion |
scientific article; zbMATH DE number 7511761 |
Statements
Distribution tails of a history-dependent random linear recursion (English)
0 references
22 April 2022
0 references
random linear recursion
0 references
history-dependent sequence
0 references
stochastic difference equation
0 references
tail asymptotic
0 references
regular variation
0 references
heavy tails
0 references
confluent hypergeometric function
0 references
Kummer's equation
0 references
0 references
0 references
0 references
