메뉴 건너뛰기




Volumn 28, Issue 3, 2000, Pages 1195-1218

Stability of perpetuities

Author keywords

Distributional fixed point; Perpetuity; Random affine map; Randomly discounted series

Indexed keywords


EID: 0034214584     PISSN: 00911798     EISSN: None     Source Type: Journal    
DOI: 10.1214/aop/1019160331     Document Type: Article
Times cited : (131)

References (27)
  • 1
    • 0001523794 scopus 로고
    • Strict stationarity of generalized autoregressive processes
    • BOUGEROL, P. and PICARD, N. (1992). Strict stationarity of generalized autoregressive processes. Ann. Probab. 20 1714-1730.
    • (1992) Ann. Probab. , vol.20 , pp. 1714-1730
    • Bougerol, P.1    Picard, N.2
  • 2
    • 0001103803 scopus 로고
    • n with stationary coefficients
    • n with stationary coefficients. Adv. in Appl. Probab. 18 211-220.
    • (1986) Adv. in Appl. Probab. , vol.18 , pp. 211-220
    • Brandt, A.1
  • 3
    • 0002162546 scopus 로고
    • A note on Feller's strong law of large numbers
    • CHOW, Y.-S. and ZHANG, C.-H. (1986). A note on Feller's strong law of large numbers. Ann. Probab. 14 1088-1094.
    • (1986) Ann. Probab. , vol.14 , pp. 1088-1094
    • Chow, Y.-S.1    Zhang, C.-H.2
  • 5
    • 84966225594 scopus 로고
    • The strong law of large numbers when the mean is undefined
    • ERICKSON, K. B. (1973). The strong law of large numbers when the mean is undefined. Trans. Amer. Math. Soc. 185 371-381.
    • (1973) Trans. Amer. Math. Soc. , vol.185 , pp. 371-381
    • Erickson, K.B.1
  • 6
    • 21844515128 scopus 로고
    • Stochastic vector difference equations with stationary coefficients
    • GLASSERMAN, P. and YAO, D. D. (1995). Stochastic vector difference equations with stationary coefficients. J. Appl. Probab. 32 851-866.
    • (1995) J. Appl. Probab. , vol.32 , pp. 851-866
    • Glasserman, P.1    Yao, D.D.2
  • 7
    • 0000732230 scopus 로고
    • Implicit renewal theory and tails of solutions of random equations
    • GOLDIE, C. M. (1991). Implicit renewal theory and tails of solutions of random equations. Ann. Appl. Probab. 1 126-166.
    • (1991) Ann. Appl. Probab. , vol.1 , pp. 126-166
    • Goldie, C.M.1
  • 9
    • 0002312674 scopus 로고
    • On the continuity of the distribution of a sum of dependent variables connected with independent walks on lines
    • GRINCEVIČIUS, A. K. (1974). On the continuity of the distribution of a sum of dependent variables connected with independent walks on lines. Teor. Veroyatnost. i Primen. 19 163-168. [Translation in Theory Probab. Appl. 19 (1974) 163-168.]
    • (1974) Teor. Veroyatnost. I Primen. , vol.19 , pp. 163-168
    • Grincevičius, A.K.1
  • 10
    • 0002312674 scopus 로고
    • GRINCEVIČIUS, A. K. (1974). On the continuity of the distribution of a sum of dependent variables connected with independent walks on lines. Teor. Veroyatnost. i Primen. 19 163-168. [Translation in Theory Probab. Appl. 19 (1974) 163-168.]
    • (1974) Theory Probab. Appl. , vol.19 , pp. 163-168
  • 11
    • 0002226905 scopus 로고    scopus 로고
    • Products of random affine transformations
    • GRINCEVICIUS, A. K. (1980). Products of random affine transformations. Litovsk. Mat. Sbornik 20 49-53. (Translation in Lithuanian Math. J. 20 279-282.)
    • (1980) Litovsk. Mat. Sbornik , vol.20 , pp. 49-53
    • Grincevicius, A.K.1
  • 12
    • 0002226905 scopus 로고    scopus 로고
    • GRINCEVICIUS, A. K. (1980). Products of random affine transformations. Litovsk. Mat. Sbornik 20 49-53. (Translation in Lithuanian Math. J. 20 279-282.)
    • Lithuanian Math. J. , vol.20 , pp. 279-282
  • 13
    • 0002158540 scopus 로고
    • A random difference equation
    • GRINCEVIČIUS, A. K. (1981). A random difference equation. Litovsk. Mat. Sbornik 21 57-64. [Translation in Lithuanian Math. J. 21 (1981) 302-306.]
    • (1981) Litovsk. Mat. Sbornik , vol.21 , pp. 57-64
    • Grincevičius, A.K.1
  • 14
    • 0002158540 scopus 로고
    • GRINCEVIČIUS, A. K. (1981). A random difference equation. Litovsk. Mat. Sbornik 21 57-64. [Translation in Lithuanian Math. J. 21 (1981) 302-306.]
    • (1981) Lithuanian Math. J. , vol.21 , pp. 302-306
  • 15
    • 0040083333 scopus 로고    scopus 로고
    • Hoare's selection algorithm: A Markov chain approach
    • GRUBEL, R. (1998). Hoare's selection algorithm: a Markov chain approach. J. Appl. Probab. 35 36-45.
    • (1998) J. Appl. Probab. , vol.35 , pp. 36-45
    • Grubel, R.1
  • 16
    • 0000267981 scopus 로고    scopus 로고
    • Asymptotic distribution theory for Hoare's selection algorithm
    • GRÜBEL, R. and RÖSLER, U. (1996). Asymptotic distribution theory for Hoare's selection algorithm. Adv. Appl. Probab. 28 252-269.
    • (1996) Adv. Appl. Probab. , vol.28 , pp. 252-269
    • Grübel, R.1    Rösler, U.2
  • 18
    • 0003334918 scopus 로고    scopus 로고
    • Two renewal theorems for general random walks tending to infinity
    • KESTEN, H. and MALLER, R. A. (1996). Two renewal theorems for general random walks tending to infinity. Probab. Theory Related Fields 106 1-38.
    • (1996) Probab. Theory Related Fields , vol.106 , pp. 1-38
    • Kesten, H.1    Maller, R.A.2
  • 19
    • 0002228601 scopus 로고
    • Which i.i.d. sums are recurrently dominated by their maximal terms
    • KLASS, M. J. and WITTMAN, R. (1993). Which i.i.d. sums are recurrently dominated by their maximal terms J. Theoret. Probab. 6 195-207.
    • (1993) J. Theoret. Probab. , vol.6 , pp. 195-207
    • Klass, M.J.1    Wittman, R.2
  • 20
    • 0001702994 scopus 로고
    • A contraction principle for certain Markov chains and its applications
    • Amer. Math. Soc., Providence, RI
    • LETAC, G. (1986). A contraction principle for certain Markov chains and its applications. In Random Matrices and Their Applications 263-273. Amer. Math. Soc., Providence, RI.
    • (1986) Random Matrices and Their Applications , pp. 263-273
    • Letac, G.1
  • 21
    • 0003998877 scopus 로고
    • 4th ed. Springer, New York
    • LOÈVE, M. (1977). Probability Theory 1, 4th ed. Springer, New York.
    • (1977) Probability Theory , vol.1
    • Loève, M.1
  • 23
    • 0002058266 scopus 로고
    • General one-sided laws of the iterated logarithm
    • PRUITT, W. E. (1981). General one-sided laws of the iterated logarithm. Ann. Probab. 9 1-48.
    • (1981) Ann. Probab. , vol.9 , pp. 1-48
    • Pruitt, W.E.1
  • 25
    • 0001565579 scopus 로고
    • On a stochastic difference equation and a representation of nonnegative infinitely divisible random variables
    • VERVAAT, W. (1979). On a stochastic difference equation and a representation of nonnegative infinitely divisible random variables. Adv. in Appl. Probab. 11 750-783.
    • (1979) Adv. in Appl. Probab. , vol.11 , pp. 750-783
    • Vervaat, W.1
  • 26
    • 0002027744 scopus 로고
    • On classes of limit distributions in a summation scheme
    • ZAKUSILO, O. K. (1975). On classes of limit distributions in a summation scheme. Teor. Veroyatnost. i Mat. Statist. 12 44-48. (Translation in Theor. Probab. and Math. Statist. 12 44-48.)
    • (1975) Teor. Veroyatnost. I Mat. Statist. , vol.12 , pp. 44-48
    • Zakusilo, O.K.1
  • 27
    • 0002226907 scopus 로고    scopus 로고
    • ZAKUSILO, O. K. (1975). On classes of limit distributions in a summation scheme. Teor. Veroyatnost. i Mat. Statist. 12 44-48. (Translation in Theor. Probab. and Math. Statist. 12 44-48.)
    • Theor. Probab. and Math. Statist. , vol.12 , pp. 44-48


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.