Functional limit theorems for discounted exponential functional of random walk and discounted convergent perpetuity

Iksanov, A; Kondratenko, O

Iksanov, A (corresponding author), Taras Shevchenko Natl Univ Kyiv, Fac Comp Sci & Cybernet, Kiev, Ukraine.

STATISTICS & PROBABILITY LETTERS, 2021; 176 ():

Abstract

Let (xi(1), eta(1)), (xi(2), eta(2)), ... be independent and identically distributed R-2-valued random vectors. Put S-0 := 0 and S-k := xi(1) + ... + ......

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