Pages that link to "Item:Q758004"
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The following pages link to Implicit renewal theory and tails of solutions of random equations (Q758004):
Displaying 50 items.
- The limit distribution of the maximum increment of a random walk with dependent regularly varying jump sizes (Q1955845) (← links)
- Random linear recursions with dependent coefficients (Q1957152) (← links)
- Present value distributions with applications to ruin theory and stochastic equations (Q1965872) (← links)
- A renewal theorem and supremum of a perturbed random walk (Q1990051) (← links)
- Instability and concentration in the distribution of wealth (Q1994584) (← links)
- A stable Langevin model with diffusive-reflective boundary conditions (Q2010478) (← links)
- Heavy tails for an alternative stochastic perpetuity model (Q2010493) (← links)
- Emergence of heavy-tailed distributions in a random multiplicative model driven by a Gaussian stochastic process (Q2016548) (← links)
- Large deviations of branching process in a random environment (Q2050238) (← links)
- Slowly varying asymptotics for signed stochastic difference equations (Q2080153) (← links)
- Stochastic fixed-point equation and local dependence measure (Q2083265) (← links)
- Limit theorems for branching processes with immigration in a random environment (Q2093407) (← links)
- Scaling limit of the subdiffusive random walk on a Galton-Watson tree in random environment (Q2119214) (← links)
- Importance sampling for maxima on trees (Q2132531) (← links)
- Tails of bivariate stochastic recurrence equation with triangular matrices (Q2145773) (← links)
- Precise large deviation estimates for branching process in random environment (Q2157454) (← links)
- Cluster based inference for extremes of time series (Q2239252) (← links)
- Two-sided bounds for \(L_p\)-norms of combinations of products of independent random variables (Q2258839) (← links)
- Stable laws and spectral gap properties for affine random walks (Q2261602) (← links)
- Serial dependence in ARCH-models as measured by tail dependence coefficients (Q2271709) (← links)
- Ruin probabilities for a Lévy-driven generalised Ornstein-Uhlenbeck process (Q2282962) (← links)
- Stochastic recursions: between Kesten's and Grincevičius-Grey's assumptions (Q2301497) (← links)
- Robust adaptive efficient estimation for semi-Markov nonparametric regression models (Q2316338) (← links)
- Random walks in a moderately sparse random environment (Q2316593) (← links)
- A note on limit theory for mildly stationary autoregression with a heavy-tailed GARCH error process (Q2322647) (← links)
- Inverse exponential decay: stochastic fixed point equation and ARMA models (Q2325398) (← links)
- Heavy-tails in Kalman filtering with packet losses (Q2335453) (← links)
- Precise tail asymptotics of fixed points of the smoothing transform with general weights (Q2345130) (← links)
- Power and exponential moments of the number of visits and related quantities for perturbed random walks (Q2346971) (← links)
- On unbounded invariant measures of stochastic dynamical systems (Q2352759) (← links)
- Optimal investment for insurers when the stock price follows an exponential Lévy process (Q2384450) (← links)
- A probabilistic representation of constants in Kesten's renewal theorem (Q2391171) (← links)
- Stochastic volatility models with possible extremal clustering (Q2435218) (← links)
- Heavy tailed solutions of multivariate smoothing transforms (Q2444630) (← links)
- Tail estimates for stochastic fixed point equations via nonlinear renewal theory (Q2447717) (← links)
- Least squares estimation in a simple random coefficient autoregressive model (Q2453087) (← links)
- One-dimensional linear recursions with Markov-dependent coefficients (Q2455056) (← links)
- Tail expansions for the distribution of the maximum of a random walk with negative drift and regularly varying increments (Q2464850) (← links)
- On invariant measures of stochastic recursions in a critical case (Q2467603) (← links)
- Rates of convergence of a transient diffusion in a spectrally negative Lévy potential (Q2468428) (← links)
- Recurrent extensions of self-similar Markov processes and Cramér's condition. II (Q2469665) (← links)
- \(\mathrm{GARCH}(1,1)\) process can have arbitrarily heavy power tails (Q2471670) (← links)
- Properties of a simple bilinear stochastic model: Estimation and predictability (Q2482024) (← links)
- Elementary fixed points of the BRW smoothing transforms with infinite number of summands (Q2485797) (← links)
- Tail asymptotics for exponential functionals of Lévy processes (Q2490054) (← links)
- Ruin probability in the presence of risky investments (Q2490060) (← links)
- Functional large deviations for multivariate regularly varying random walks (Q2496504) (← links)
- On functional limits of short- and long-memory linear processes with GARCH(1,1) noises (Q2512843) (← links)
- Interplay of insurance and financial risks in a discrete-time model with strongly regular variation (Q2515517) (← links)
- Discrete sums of geometric Brownian motions, annuities and Asian options (Q2520429) (← links)
