{
  "id": "1101.2183",
  "version": "v1",
  "published": "2011-01-11T19:25:23.000Z",
  "updated": "2011-01-11T19:25:23.000Z",
  "title": "On tails of perpetuities",
  "authors": [
    "Pawel Hitczenko"
  ],
  "journal": "Journal of Applied Probability, 47 (2010), 1191-1194",
  "categories": [
    "math.PR"
  ],
  "abstract": "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.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2011-01-11T19:25:23.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60E15",
      "60H25"
    ],
    "keywords": [
      "perpetuities",
      "stochastic difference equation",
      "upper bound",
      "lower bound"
    ],
    "tags": [
      "journal article"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2011arXiv1101.2183H"
    }
  }
}