2 papers
math.PR2026
Finite free perpetuities
Julia Le Bihan, Bartosz KoÅodziejek
We introduce and study finite free perpetuities, defined as monic polynomial solutions of degree to the affine fixed-point equation \[ p(z) = \mathbb{E}\!\left[ A^{n}\,p\!\left…
math.PR2025
Perpetuities with light tails and the local dependence measure
Julia Le Bihan, Bartosz KoÅodziejek
This work investigates the tail behavior of solutions to the affine stochastic fixed-point equation of the form , where and are independent. Focus…