Pawel Hitczenko
Published 2011-01-11Version 1
We establish an upper bound on the tails of a random variable that arises as a solution of a stochastic difference equation. In the non--negative case our bound is similar to a lower bound obtained by Goldie and Gr\"ubel in 1996.
Journal: Journal of Applied Probability, 47 (2010), 1191-1194
Exact upper and lower bounds on the difference between the arithmetic and geometric means
An upper bound on the two-arms exponent for critical percolation on $\mathbb{Z}^d$
New Lower Bounds for Trace Reconstruction
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