Arnold, Barry C.; Hallett, J. Terry - In: Statistics & Probability Letters 8 (1989) 4, pp. 377-380
Let {Yn} be a sequence of i.i.d. non-negative extended real valued random variables. For c 0, consider stationary stochastic processes of the form Xn = c min(Xn-1, Yn). Subject to a regularity condition related to the behavior of FYn(y) in a neighborhood of 0, it is verified that the associated...