Korporacja Wschód (Poland)

most citedRenorming divergent perpetuities

20 citations

researchers with a paper here

J. Wesołowski2 · h 21
K. Bobecka1 · h 5
P. Hitczenko1 · h 21

collaborating institutions

Drexel UniversityUS1 paper
Warsaw University of TechnologyPL1 paper

2 papers

math.ST2011★ 20 cited

Renorming divergent perpetuities

Paweł Hitczenko, Jacek Wesołowski

We consider a sequence of random variables $(R_{n})$ defined by the recurrence $R_{n} = Q_{n} + M_{n} R_{n - 1}$ , $n \geq 1$ , where $R_{0}$ is arbitrary and $(Q_{n}, M_{n})$ , $n \geq 1$ , are i.i.d. copies of…

math.PR2008★ 1 cited

Kshirsagar--Tan independence property of beta matrices and related characterizations

Konstancja Bobecka, Jacek Wesołowski

A new independence property of univariate beta distributions, related to the results of Kshirsagar and Tan for beta matrices, is presented. Conversely, a characterization of univar…