In this paper we prove large deviations results for partial sums constructed from the solution to a stochastic recurrence equation. We assume Kesten's condition [Acta Math. 131 (1973) 207—248] under ...
Polynomial equations have long served as a cornerstone of mathematical analysis, offering a framework to understand functions, curves, and dynamic systems. In recent years, the study of these ...
It is shown that convergent solutions of a smooth recurrence equation whose gradient satisfies a certain "nonunimodularity" condition can be approximated by an asymptotic expansion. The lemma used to ...