加载中…
2010-06-14
Random linear recursions with dependent coefficients
A. P. GhoshD. HayV. HirparaR. RastegarA. RoitershteinA. SchulteisJ. Suh
文献摘要
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.
讨论
0讲解博客
生成讲解博客的中文版本
AI智能校验
生成AI智能校验的中文版本