Speaker: 

Professor Alex Roiterstein

Institution: 

University of British Columbia

Time: 

Tuesday, April 18, 2006 - 11:00am

Location: 

MSTB 254

For a class of stationary Markov-dependent sequences
(A_n,B_n)
in R^2, we consider the random linear recursion S_n=A_n+B_n
S_{n-1}, n \in \zz, and show that the distribution tail of its
stationary solution has a power law decay.