Journal article
On Tails of Perpetuities
Journal of applied probability, v 47(4), pp 1191-1194
Dec 2010
Abstract
We establish an upper bound on the tails of a random variable that arises as a solution of a stochastic difference equation. In the nonnegative case our bound is similar to a lower bound obtained in Goldie and Grübel (1996).
Metrics
Details
- Title
- On Tails of Perpetuities
- Creators
- Paweł Hitczenko - Drexel University
- Publication Details
- Journal of applied probability, v 47(4), pp 1191-1194
- Publisher
- Cambridge University Press
- Number of pages
- 4
- Resource Type
- Journal article
- Language
- English
- Academic Unit
- Mathematics
- Web of Science ID
- WOS:000286958100023
- Scopus ID
- 2-s2.0-79960999951
- Other Identifier
- 991019168103904721
InCites Highlights
Data related to this publication, from InCites Benchmarking & Analytics tool:
- Web of Science research areas
- Statistics & Probability