Tails of Stopped Random Products: The Factoid and Some Relatives

DOI10.1239/jap/1231340240zbMath1154.60012OpenAlexW1968765253MaRDI QIDQ5504168

Anthony G. Pakes

Publication date: 21 January 2009

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

Full work available at URL: https://doi.org/10.1239/jap/1231340240

zbMATH Keywords

renewal theoryinvariant measureMarkov chainlimit theoremheavy tailconvolution equivalenceZipf lawstopped random product

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Discrete-time Markov processes on general state spaces (60J05) Probability distributions: general theory (60E05) Models of societies, social and urban evolution (91D10)

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