Large Deviation Tail Estimates and Related Limit Laws for Stochastic Fixed Point Equations

DOI10.1007/978-3-642-38806-4_5zbMath1280.60040OpenAlexW59307181MaRDI QIDQ2863573

Jeffrey F. Collamore, Anand N. Vidyashankar

Publication date: 22 November 2013

Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL: https://curis.ku.dk/portal/da/publications/large-deviation-tail-estimates-and-related-limit-laws-for-stochastic-fixed-point-equations(41ec4468-a87f-463b-95d7-ce40289a42e5).html

zbMATH Keywords

exceedance probabilitystochastic fixed point equationforward and backward recursionsprecise tail asymptotics

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Discrete-time Markov processes on general state spaces (60J05) Random operators and equations (aspects of stochastic analysis) (60H25) Large deviations (60F10)

Related Items (4)

Large excursions and conditioned laws for recursive sequences generated by random matrices ⋮ On the stationary tail index of iterated random Lipschitz functions ⋮ Rare event simulation for processes generated via stochastic fixed point equations ⋮ The Smoothing Transform: A Review of Contraction Results

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