Pages that link to "Item:Q1211309"
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The following pages link to Random difference equations and renewal theory for products of random matrices (Q1211309):
Displaying 50 items.
- Support theorems for the Radon transform and Cramér-Wold theorems (Q842394) (← links)
- Simulating the Dickman distribution (Q844881) (← links)
- Limit laws for transient random walks in random environment on \(\mathbb Z\) (Q848132) (← links)
- On Kesten's counterexample to the Cramér-Wold device for regular variation (Q850734) (← links)
- Extremal behaviour of models with multivariate random recurrence representation (Q875906) (← links)
- Extremal behavior of stochastic integrals driven by regularly varying Lévy processes (Q879257) (← links)
- On delay-dependent stability for vector nonlinear stochastic delay-difference equations with Volterra diffusion term (Q880157) (← links)
- Regular variation of order 1 nonlinear AR-ARCH models (Q886112) (← links)
- On the growth rate of a linear stochastic recursion with Markovian dependence (Q887092) (← links)
- Operator decomposable measures and stochastic difference equations (Q895907) (← links)
- On the stationary tail index of iterated random Lipschitz functions (Q898406) (← links)
- The wealth distribution in Bewley economies with capital income risk (Q900439) (← links)
- Iterated random functions and slowly varying tails (Q901296) (← links)
- On the regular variation of ratios of jointly Fréchet random variables (Q906648) (← links)
- The extremal index for GARCH(1,1) processes (Q907366) (← links)
- Multivariate Markov-switching ARMA processes with regularly varying noise (Q928854) (← links)
- Linear and sub-linear growth and the CLT for hitting times of a random walk in random environment on a strip (Q929374) (← links)
- On the tvGARCH(1,1) model: existence, CLT, and tail index (Q946794) (← links)
- Effective branching splitting method under cost constraint (Q952828) (← links)
- Estimation of parameters in heavy-tailed distribution when its second order tail parameter is known (Q963889) (← links)
- Global stochastic properties of dynamic models and their linear approximations (Q964551) (← links)
- The Forbes 400, the Pareto power-law and efficient markets (Q978846) (← links)
- An extension of a logarithmic form of Cramér's ruin theorem to some FARIMA and related processes (Q981000) (← links)
- Continuous-time GARCH processes (Q997951) (← links)
- Integrated insurance risk models with exponential Lévy investment (Q998271) (← links)
- Inference for the limiting cluster size distribution of extreme values (Q1002158) (← links)
- Estimating the multivariate extremal index function (Q1002535) (← links)
- Tail probabilities for infinite series of regularly varying random vectors (Q1002553) (← links)
- Some aspects of extreme value statistics under serial dependence (Q1003318) (← links)
- Quenched limits for transient, zero speed one-dimensional random walk in random environment (Q1011154) (← links)
- Subsampling tests for the mean change point with heavy-tailed innovations (Q1013151) (← links)
- Regularly varying multivariate time series (Q1016605) (← links)
- Credit chains and bankruptcy propagation in production networks (Q1017081) (← links)
- A law of large numbers and central limit theorem for the logarithm of an autoregressive process with a stationary driving sequence (Q1017805) (← links)
- Power-law behaviour, heterogeneity, and trend chasing (Q1027425) (← links)
- On tails of fixed points of the smoothing transform in the boundary case (Q1041057) (← links)
- Perpetuities with thin tails revisited (Q1049557) (← links)
- Infinite products in a Banach algebra (Q1067125) (← links)
- A stochastic model of retinotopy: A self organizing process (Q1084351) (← links)
- Long-run growth rates of discrete multiplicative processes in Markovian environments (Q1257739) (← links)
- Tail index estimation for dependent data (Q1296719) (← links)
- The random difference equation \(X_ n = A_ n X_{n-1} + B_ n\) in the critical case (Q1356352) (← links)
- Computing the extremal index of special Markov chains and queues (Q1382480) (← links)
- On generalized multiplicative cascades (Q1411888) (← links)
- SPRT and CUSUM in hidden Markov models (Q1412371) (← links)
- A stochastic model for evolution of sociality in insects. (Q1427682) (← links)
- Speed of stochastic locally contractive systems. (Q1433891) (← links)
- Renewal theory for functionals of a Markov chain with compact state space. (Q1433900) (← links)
- Stochastic finite element analysis of two-dimensional eddy current problems (Q1590414) (← links)
- Fokker-Planck equation of distributions of financial returns and power laws (Q1591816) (← links)
