Collamore, Jeffrey F.; Vidyashankar, Anand N. - In: Stochastic Processes and their Applications 123 (2013) 9, pp. 3378-3429
This paper introduces a new approach, based on large deviation theory and nonlinear renewal theory, for analyzing solutions to stochastic fixed point equations of the form V=Df(V), where f(v)=Amax{v,D}+B for a random triplet (A,B,D)∈(0,∞)×R2. Our main result establishes the tail estimate...
