One-dimensional linear recursions with Markov-dependent coefficients
| dc.creator | Roitershtein, Alexander | |
| dc.date | 2004-09-19 | |
| dc.date | 2007-04-03 | |
| dc.date.accessioned | 2026-07-07T07:54:53Z | |
| dc.date.available | 2026-07-07T07:54:53Z | |
| dc.description | For a class of stationary Markov-dependent sequences $(A_n,B_n)\in\mathbb{R}^2,$ we consider the random linear recursion $S_n=A_n+B_nS_{n-1},$ $n\in\mathbb{Z},$ and show that the distribution tail of its stationary solution has a power law decay. | |
| dc.description | Published at http://dx.doi.org/10.1214/105051606000000844 in the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org) | |
| dc.identifier | https://arxiv.org/abs/math/0409335 | |
| dc.identifier | http://arxiv.org/abs/math/0409335 | |
| dc.identifier | Annals of Applied Probability 2007, Vol. 17, No. 2, 572-608 | |
| dc.identifier | doi:10.1214/105051606000000844 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/126782 | |
| dc.subject | Probability | |
| dc.subject | 60K15 (Primary) 60K20 (Secondary) | |
| dc.title | One-dimensional linear recursions with Markov-dependent coefficients | |
| dc.type | text |