Products of random affine transformations
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Publication:1157834
DOI10.1007/BF00967667zbMath0472.60035OpenAlexW2082994333MaRDI QIDQ1157834
Publication date: 1981
Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf00967667
Related Items (13)
Distributional properties of solutions of dVt = Vt-dUt + dLt with Lévy noise ⋮ On distributional properties of perpetuities ⋮ Regular variation of order 1 nonlinear AR-ARCH models ⋮ On the stationary tail index of iterated random Lipschitz functions ⋮ Conditions for convergence of random coefficient \(\mathrm{AR}(1)\) processes and perpetuities in higher dimensions ⋮ One-dimensional linear recursions with Markov-dependent coefficients ⋮ Heavy tail phenomenon and convergence to stable laws for iterated Lipschitz maps ⋮ Convergence to stable laws for a class of multidimensional stochastic recursions ⋮ Stability of nonlinear stochastic recursions with application to nonlinear AR-GARCH models ⋮ Tail of the stationary solution of the stochastic equation \(Y_{n+1}=a_{n} Y_{n}+b_{n}\) with Markovian coefficients ⋮ Tail of the stationary solution of the stochastic equation \(Y_{n+1}=a_{n} Y_{n}+b_{n}\) with Markovian coefficients ⋮ Fluctuation theory for Markov random walks ⋮ Tail of a linear diffusion with Markov switching
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