Distribution tails of a history-dependent random linear recursion
DOI10.1080/15326349.2021.2003712zbMath1487.39025OpenAlexW4206577666MaRDI QIDQ5071664
Alexander Roitershtein, Zirou Zhou
Publication date: 22 April 2022
Published in: Stochastic Models (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/15326349.2021.2003712
regular variationheavy tailsconfluent hypergeometric functionstochastic difference equationtail asymptoticKummer's equationhistory-dependent sequencerandom linear recursion
Applications of stochastic analysis (to PDEs, etc.) (60H30) Random operators and equations (aspects of stochastic analysis) (60H25) Ordinary differential equations and systems with randomness (34F05) Confluent hypergeometric functions, Whittaker functions, ({}_1F_1) (33C15) Stochastic difference equations (39A50) Random iteration (37H12)
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