Pages that link to "Item:Q5307900"
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The following pages link to Heavy tail properties of stationary solutions of multidimensional stochastic recursions (Q5307900):
Displaying 20 items.
- Tail homogeneity of invariant measures of multidimensional stochastic recursions in a critical case (Q365715) (← links)
- Second order properties of distribution tails and estimation of tail exponents in random difference equations (Q626302) (← links)
- Multivariate linear recursions with Markov-dependent coefficients (Q631617) (← links)
- Asymptotics of stationary solutions of multivariate stochastic recursions with heavy tailed inputs and related limit theorems (Q655316) (← links)
- Heavy tail phenomenon and convergence to stable laws for iterated Lipschitz maps (Q662826) (← links)
- On the multidimensional stochastic equation \(Y_{n+1}=A_{n} Y_{n}+B_{n}\) (Q704266) (← links)
- Convergence to stable laws for a class of multidimensional stochastic recursions (Q707599) (← links)
- A simple proof of heavy tail estimates for affine type Lipschitz recursions (Q730355) (← links)
- Tail-homogeneity of stationary measures for some multidimensional stochastic recursions (Q842384) (← links)
- Affine stochastic recursions and stable laws (Q1942082) (← links)
- Random linear recursions with dependent coefficients (Q1957152) (← links)
- Tails of bivariate stochastic recurrence equation with triangular matrices (Q2145773) (← links)
- Two-sided bounds for \(L_p\)-norms of combinations of products of independent random variables (Q2258839) (← links)
- Stochastic recursions: between Kesten's and Grincevičius-Grey's assumptions (Q2301497) (← links)
- Polling systems with parameter regeneration, the general case (Q2378627) (← links)
- On invariant measures of stochastic recursions in a critical case (Q2467603) (← links)
- Tail indices for \(AX+B\) recursion with triangular matrices (Q2664524) (← links)
- Homogeneity at Infinity of Stationary Solutions of Multivariate Affine Stochastic Recursions (Q2863574) (← links)
- Tail behaviour of stationary solutions of random difference equations: the case of regular matrices (Q2902284) (← links)
- Stationary <i>M</i>/<i>G</i>/1 excursions in the presence of heavy tails (Q4339260) (← links)
