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arXiv · 1006.2690

Random linear recursions with dependent coefficients

A. P. Ghosh·D. Hay·V. Hirpara·R. Rastegar·A. Roitershtein·A. Schulteis·J. Suh
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Abstract

We consider the equation R(n)=Q(n)+M(n) R(n-1), with random non-i.i.d. coefficients (Q(n),M(n)), and show that the distribution tails of the stationary solution to this equation are regularly varying at infinity.

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A. P. Ghosh, D. Hay, V. Hirpara, R. Rastegar, A. Roitershtein, A. Schulteis, J. Suh. 2010-06-14. Random linear recursions with dependent coefficients. https://arxiv.org/abs/1006.2690

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