Limit laws for a stochastic process and random recursion arising in probabilistic modelling
- 1 March 1995
- journal article
- Published by Cambridge University Press (CUP) in Advances in Applied Probability
- Vol. 27 (1) , 185-202
- https://doi.org/10.2307/1428103
Abstract
We study certain stochastic processes arising in probabilistic modelling. We discuss the limit behavior of these processes and estimate the rate of convergence to the limit.Keywords
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