Asymptotic [Gamma]-distribution for stochastic difference equations

We study asymptotic properties of non-negative random variables Xn, n[greater-or-equal, slanted]0, satisfying the recursion . If the functions g(x) and [sigma]2(x) are properly balanced at infinity, Xn is asymptotically [Gamma]-distributed in a suitable scale. This result contains several known theorems.

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Year of publication:	1992
Authors:	Kersting, Götz
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 40.1992, 1, p. 15-28
Publisher:	Elsevier
Subject:	asymptotic [Gamma]-distribution branching processes

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008874549