On a Theorem of Breiman and a Class of Random Difference Equations
2007 ◽
Vol 44
(04)
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pp. 1031-1046
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Keyword(s):
We consider the tail behavior of the product of two independent nonnegative random variables X and Y. Breiman (1965) has considered this problem, assuming that X is regularly varying with index α and that E{Yα+ε} < ∞ for some ε > 0. We investigate when the condition on Y can be weakened and apply our findings to analyze a class of random difference equations.
2007 ◽
Vol 44
(4)
◽
pp. 1031-1046
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2007 ◽
Vol 07
(02)
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pp. 229-245
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2017 ◽
Vol 54
(4)
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pp. 1089-1110
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2018 ◽
Vol 11
(09)
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pp. 1077-1084
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1967 ◽
Vol 1
(2)
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pp. 143-171
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Keyword(s):
1992 ◽
Vol 32
(4)
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pp. 763-795
Keyword(s):
2014 ◽
Vol 46
(1)
◽
pp. 459-483
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2016 ◽
Vol 59
(12)
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pp. 2411-2426
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