One-dimensional linear recursions with Markov-dependent coefficients
نویسندگان
چکیده
منابع مشابه
One-dimensional linear recursions with Markov-dependent coefficients
For a class of stationary Markov-dependent sequences (ξn, ρn) ∈ R 2, we consider the random linear recursion Sn = ξn + ρnSn−1, n ∈ Z, and show that the distribution tail of its stationary solution has a power law decay. An application to random walks in random environments is discussed. MSC2000: primary 60K15 ; secondary 60K20, 60K37.
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ژورنال
عنوان ژورنال: The Annals of Applied Probability
سال: 2007
ISSN: 1050-5164
DOI: 10.1214/105051606000000844