Limit laws for a stochastic process and random recursion arising in probabilistic modelling

Authors
Rachev, Svetlozar T. Samorodnitsky, Gennady
Citation
T. Rachev, Svetlozar et Samorodnitsky, Gennady, Limit laws for a stochastic process and random recursion arising in probabilistic modelling, Advances in applied probability , 27(1), 1995, pp. 185-202
Journal title
Advances in applied probability → ACNP
ISSN journal
00018678
Volume
27
Issue
1
Year of publication
1995
Pages
185 - 202
Database
ACNP
SICI code
Abstract
We study certain stochastic processes arising in probabilistic modelling. We discuss the limit behavior of these processes and estimate the rate of convergence to the limit.