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Random linear recursions with dependent coefficients

  • Published:2010-11 Issue:21-22 Volume:80 Page:1597-1605
  • ISSN:0167-7152
  • Container-title:Statistics & Probability Letters
  • language:en
  • Short-container-title:Statistics & Probability Letters

Author:

Ghosh Arka P.,Hay Diana,Hirpara Vivek,Rastegar Reza,Roitershtein Alexander,Schulteis Ashley,Suh Jiyeon

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference27 articles.

1. Chains with infinite connections: uniqueness and Markov representation;Berbee;Probab. Theory Related Fields,1987

2. Regular Variation;Bingham,1987

3. Equillibrium States and the Ergodic Anosov Diffeomorthisms;Bowen,1975

4. The stochastic equation Yn+1=AnYn+Bn with stationary coefficients;Brandt;Adv. Appl. Probab.,1986

5. Random recurrence equations and ruin in a Markov-dependent stochastic economic environment;Collamore;Ann. Appl. Probab.,2009

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3. Earnings Inequality and Other Determinants of Wealth Inequality;American Economic Review;2017-05-01

4. Stability of perpetuities in Markovian environment;Journal of Difference Equations and Applications;2017-01-20

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