The Library
On the finiteness and tails of perpetuities under a Lamperti–Kiu MAP
Tools
Tools
Tools
Alili, Larbi and Woodford, David (2021) On the finiteness and tails of perpetuities under a Lamperti–Kiu MAP. Journal of Applied Probability, 58 (4). pp. 1086-1113. doi:10.1017/jpr.2021.24 ISSN 0021-9002.
|
PDF
WRAP-on-the-finiteness-tails-perpetuities-under-Lamperti–Kiu-MAP-Larbi-2021.pdf - Accepted Version - Requires a PDF viewer. Download (617Kb) | Preview |
Official URL: http://dx.doi.org/10.1017/jpr.2021.24
| Item Type: | Journal Article | ||||||||
|---|---|---|---|---|---|---|---|---|---|
| Subjects: | Q Science > QA Mathematics | ||||||||
| Divisions: | Faculty of Science, Engineering and Medicine > Science > Statistics | ||||||||
| Library of Congress Subject Headings (LCSH): | Markov processes, Self-similar processes, Perpetuities, Potential theory (Mathematics), Stochastic models, Risk | ||||||||
| Journal or Publication Title: | Journal of Applied Probability | ||||||||
| Publisher: | Applied Probability Trust | ||||||||
| ISSN: | 0021-9002 | ||||||||
| Official Date: | 2021 | ||||||||
| Dates: |
|
||||||||
| Volume: | 58 | ||||||||
| Number: | 4 | ||||||||
| Page Range: | pp. 1086-1113 | ||||||||
| DOI: | 10.1017/jpr.2021.24 | ||||||||
| Status: | Peer Reviewed | ||||||||
| Publication Status: | Published | ||||||||
| Reuse Statement (publisher, data, author rights): | This article has been published in a revised form in Journal of Applied Probability http://dx.doi.org/10.1017/jpr.2021.24. This version is free to view and download for private research and study only. Not for re-distribution or re-use. © The Author(s), 2021. Published by Cambridge University Press on behalf of Applied Probability Trust. | ||||||||
| Access rights to Published version: | Restricted or Subscription Access | ||||||||
| Date of first compliant deposit: | 22 December 2021 | ||||||||
| Date of first compliant Open Access: | 22 May 2022 |
Request changes or add full text files to a record
Repository staff actions (login required)
 |
View Item |
Downloads
Downloads per month over past year
