A remark on the paper "Renorming divergent perpetuities"
Probability
2014-02-20 v1
Abstract
Let and be infinite independent samples from different distributions. We prove a functional limit theorem for the maximum of a perturbed random walk in a situation where its asymptotics is affected by both and to a comparable extent. This solves an open problem that we learned from the paper "Renorming divergent perpetuities" by P. Hitczenko and J. Weso{\l}owski.
Keywords
Cite
@article{arxiv.1402.4698,
title = {A remark on the paper "Renorming divergent perpetuities"},
author = {Alexander Iksanov and Andrey Pilipenko},
journal= {arXiv preprint arXiv:1402.4698},
year = {2014}
}
Comments
6 pages