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math.ST2011★ 20 cited
Renorming divergent perpetuities
Paweł Hitczenko, Jacek Wesołowski
We consider a sequence of random variables defined by the recurrence , , where is arbitrary and , , are i.i.d. copies of…
math.PR2011★ 2 cited
Convergence to type I distribution of the extremes of sequences defined by random difference equation
Pawel Hitczenko
We study the extremes of a sequence of random variables defined by the recurrence , , where is arbitrary, are iid copies of a non--de…