TY  - JOUR
AU  - de Saporta, Benoîte
TI  - Tail of the stationary solution of the stochastic equation $ {Y}_{n+1}={a}_{n}{Y}_{n}+{b}_{n}$ with Markovian coefficients
JO  - Comptes Rendus. Mathématique
PY  - 2005
SP  - 55
EP  - 58
VL  - 340
IS  - 1
PB  - Elsevier
UR  - http://www.numdam.org/articles/10.1016/j.crma.2004.11.018/
DO  - 10.1016/j.crma.2004.11.018
LA  - en
ID  - CRMATH_2005__340_1_55_0
ER  -