Perpetuities with thin tails revisited

DOI10.1214/09-AAP603zbMath1185.60074arXiv0912.1694OpenAlexW3099491603MaRDI QIDQ1049557

Jacek Wesołowski, Pawel Hitczenko

Publication date: 13 January 2010

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0912.1694

zbMATH Keywords

tail behaviorstochastic difference equationperpetuity

Mathematics Subject Classification ID

Random operators and equations (aspects of stochastic analysis) (60H25) Distribution theory (60E99)

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