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Renorming divergent perpetuities
convergence in distribution perpetuity stochastic difference equation
2011/9/6
Abstract: We consider a sequence of random variables $(R_n)$ defined by the recurrence $R_n=Q_n+M_nR_{n-1}$, $n\ge1$, where $R_0$ is arbitrary and $(Q_n,M_n)$, $n\ge1$, are i.i.d. copies of a two-dime...