On a stochastic difference equation and a representation of non–negative infinitely divisible random variables

@inproceedings{Vervaat1979OnAS,
  title={On a stochastic difference equation and a representation of non–negative infinitely divisible random variables},
  author={W. Vervaat},
  year={1979}
}
The present paper considers the stochastic difference equation Y,=AY_-1+B, with i.i.d. random pairs (An,B,) and obtains conditions under which Y. converges in distribution. This convergence is related to the d 

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