Homogeneous mappings of regularly varying vectors

DOI10.1214/20-AAP1579zbMath1477.60032arXiv1903.11010MaRDI QIDQ2240484

Piotr Dyszewski, Thomas Mikosch

Publication date: 4 November 2021

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1903.11010

zbMATH Keywords

random difference equationmultivariate regular variationproducts of random matricesBreiman lemma

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Extreme value theory; extremal stochastic processes (60G70) Probability distributions: general theory (60E05)

Related Items (2)

Tail measures and regular variation ⋮ Tail-dependence, exceedance sets, and metric embeddings

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