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.
- Recurrent extensions of self-similar Markov processes and Cramér's condition (Q2565930) (← links)
- Lévy integrals and the stationarity of generalised Ornstein-Uhlenbeck processes (Q2568302) (← links)
- Extremes of Volterra series expansions with heavy-tailed innovations (Q2573537) (← links)
- Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks. (Q2574612) (← links)
- The fixed points of the multivariate smoothing transform (Q2634904) (← links)
- Tail indices for \(AX+B\) recursion with triangular matrices (Q2664524) (← links)
- On ruin probabilities with investments in a risky asset with a regime-switching price (Q2675817) (← links)
- Precise Tail Index of Fixed Points of the Two-Sided Smoothing Transform (Q2863578) (← links)
- Langevin Process Reflected on a Partially Elastic Boundary II (Q2865109) (← links)
- Implicit renewal theory and power tails on trees (Q2898918) (← links)
- Tail behaviour of stationary solutions of random difference equations: the case of regular matrices (Q2902284) (← links)
- On stochastic difference equations in insurance ruin theory (Q2902286) (← links)
- Auto-tail Dependence Coefficients for Stationary Solutions of Linear Stochastic Recurrence Equations and for GARCH(1,1) (Q2904885) (← links)
- Limit theory for a general class of GARCH models with just barely infinite variance (Q2930910) (← links)
- On multidimensional Mandelbrot cascades (Q2938370) (← links)
- On the Kesten–Goldie constant (Q2964238) (← links)
- (Q2974530) (← links)
- On Tails of Perpetuities (Q3067857) (← links)
- Information ranking and power laws on trees (Q3074494) (← links)
- On an independent and identically distributed mixture bilinear time-series model (Q3077682) (← links)
- Random Series with Time-Varying Discounting (Q3098924) (← links)
- On the quasi-likelihood estimation for random coefficient autoregressions (Q3143485) (← links)
- Distributional properties of solutions of d<i>V</i><sub><i>t</i></sub> = <i>V</i><sub><i>t</i>-</sub>d<i>U</i><sub><i>t</i></sub> + d<i>L</i><sub><i>t</i></sub> with Lévy noise (Q3173001) (← links)
- Long-run growth rate in a random multiplicative model (Q3189951) (← links)
- Regeneration-based statistics for Harris recurrent Markov chains (Q3416883) (← links)
- RANDOM DYNAMICAL SYSTEMS ON ORDERED TOPOLOGICAL SPACES (Q3421615) (← links)
- Asymptotic Behavior of Poisson Kernels on NA Groups (Q3424256) (← links)
- Tail Asymptotics for a Random Sign Lindley Recursion (Q3550989) (← links)
- Recursive estimation of distributional fix-points (Q4503211) (← links)
- Componentwise different tail solutions for bivariate stochastic recurrence equations with application to ${\rm GARCH}(1,1)$ processes (Q4614245) (← links)
- Robustness of power-law behavior in cascading line failure models (Q4639228) (← links)
- Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments (Q4664092) (← links)
- A continuous-time GARCH process driven by a Lévy process: stationarity and second-order behaviour (Q4667987) (← links)
- Joint exceedances of the ARCH process (Q4668009) (← links)
- Implicit renewal theory in the arithmetic case (Q4684887) (← links)
- On perpetuities with gamma-like tails (Q4684945) (← links)
- Iterated random functions and regularly varying tails (Q4689895) (← links)
- On the foundations of multivariate heavy-tail analysis (Q4822461) (← links)
- Vector-valued Choquet-Deny theorem, renewal equation and self-similar measures (Q4862946) (← links)
- Asymptotic Ruin Probabilities for a Bivariate Lévy-Driven Risk Model with Heavy-Tailed Claims and Risky Investments (Q4903034) (← links)
- Finite- and Infinite-Time Ruin Probabilities with General Stochastic Investment Return Processes and Bivariate Upper Tail Independent and Heavy-Tailed Claims (Q4915657) (← links)
- DISTRIBUTIONAL AND LOCAL LIMIT LAWS FOR A CLASS OF ITERATED MAPS THAT CONTRACT ON AVERAGE (Q4922066) (← links)
- Stationary Waiting Time in Parallel Queues with Synchronization (Q4991664) (← links)
- Random coefficient autoregressive processes and the PUCK model with fluctuating potential (Q5006887) (← links)
- NONSTATIONARY LINEAR PROCESSES WITH INFINITE VARIANCE GARCH ERRORS (Q5012628) (← links)
- On the finiteness and tails of perpetuities under a Lamperti–Kiu MAP (Q5014310) (← links)
- Late levels of nested occupancy scheme in random environment (Q5030982) (← links)
- CHARACTERIZATION OF THE TAIL BEHAVIOR OF A CLASS OF BEKK PROCESSES: A STOCHASTIC RECURRENCE EQUATION APPROACH (Q5065457) (← links)
- Optimal transportation and stationary measures for iterated function systems (Q5081318) (← links)
- On uniqueness of invariant measures for random walks on (Q5081588) (← links)
