On a theorem of Breiman and a class of random difference equations

Journal of Applied Probability

Volumn 44, Issue 4, 2007, Pages 1031-1046

  Denisov, Denis ^a,c   Zwart, Bert ^b,d  

^a EURANDOM   (Netherlands)

^b GEORGIA INSTITUTE OF TECHNOLOGY   (United States)

^c HERIOT WATT UNIVERSITY   (United Kingdom)

^d Georgia Institute of Technology   (United States)

Author keywords

Random difference equation; Regular variation; Subexponential distribution

Indexed keywords

EID: 38949137348     PISSN: 00219002     EISSN: None     Source Type: Journal    
DOI: 10.1239/jap/1197908822     Document Type: Article

References (21)

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