The following pages link to Perpetuities with thin tails (Q4891048):
Displaying 45 items.
- Approximating perpetuities (Q398787) (← links)
- Tail behavior of solutions of linear recursions on trees (Q424501) (← links)
- Random difference equations with subexponential innovations (Q525896) (← links)
- Geodesics and flows in a Poissonian city (Q549856) (← links)
- Renorming divergent perpetuities (Q638760) (← links)
- Heavy tail phenomenon and convergence to stable laws for iterated Lipschitz maps (Q662826) (← links)
- Convergence to type I distribution of the extremes of sequences defined by random difference equation (Q719372) (← links)
- On distributional properties of perpetuities (Q842395) (← links)
- Simulating the Dickman distribution (Q844881) (← links)
- Iterated random functions and slowly varying tails (Q901296) (← links)
- On the tvGARCH(1,1) model: existence, CLT, and tail index (Q946794) (← links)
- On the long time behavior of the TCP window size process (Q983175) (← links)
- Erratum: Perpetuities with thin tails revisited (Q988768) (← links)
- Kshirsagar-Tan independence property of beta matrices and related characterizations (Q1002549) (← links)
- A law of large numbers and central limit theorem for the logarithm of an autoregressive process with a stationary driving sequence (Q1017805) (← links)
- Perpetuities with thin tails revisited (Q1049557) (← links)
- Algebraic properties of beta and gamma distributions, and applications (Q1271149) (← links)
- Large deviations for some logarithmic means in the case of random variables with thin tails (Q1642246) (← links)
- Bernstein-gamma functions and exponential functionals of Lévy processes (Q1663907) (← links)
- Stability of perpetuities (Q1872150) (← links)
- Slowly varying asymptotics for signed stochastic difference equations (Q2080153) (← links)
- On strong and almost sure local limit theorems for a probabilistic model of the Dickman distribution (Q2231356) (← links)
- Two-sided bounds for \(L_p\)-norms of combinations of products of independent random variables (Q2258839) (← links)
- Speed of propagation for Hamilton-Jacobi equations with multiplicative rough time dependence and convex Hamiltonians (Q2291694) (← links)
- Stochastic recursions: between Kesten's and Grincevičius-Grey's assumptions (Q2301497) (← links)
- Heavy-tails in Kalman filtering with packet losses (Q2335453) (← links)
- Exponential ergodicity for Markov processes with random switching (Q2345131) (← links)
- Thin tails of fixed points of the nonhomogeneous smoothing transform (Q2402433) (← links)
- One-dimensional linear recursions with Markov-dependent coefficients (Q2455056) (← links)
- \(\mathrm{GARCH}(1,1)\) process can have arbitrarily heavy power tails (Q2471670) (← links)
- Tail asymptotics for exponential functionals of Lévy processes (Q2490054) (← links)
- Interplay of insurance and financial risks in a discrete-time model with strongly regular variation (Q2515517) (← links)
- Large deviations and ruin probabilities for solutions to stochastic recurrence equations with heavy-tailed innovations (Q2571701) (← links)
- On Tails of Perpetuities (Q3067857) (← links)
- Distributional properties of solutions of d<i>V</i><sub><i>t</i></sub> = <i>V</i><sub><i>t</i>-</sub>d<i>U</i><sub><i>t</i></sub> + d<i>L</i><sub><i>t</i></sub> with Lévy noise (Q3173001) (← links)
- Cumulative record times in a Poisson process (Q3498580) (← links)
- Random minimal directed spanning trees and Dickman-type distributions (Q4662233) (← links)
- On perpetuities with gamma-like tails (Q4684945) (← links)
- Exact simulation of generalised Vervaat perpetuities (Q4968511) (← links)
- Importance sampling of heavy-tailed iterated random functions (Q5215026) (← links)
- On perpetuities with light tails (Q5215037) (← links)
- Fractional Moments of Solutions to Stochastic Recurrence Equations (Q5407021) (← links)
- Statistical aspects of perpetuities (Q5926426) (← links)
- Approximations for the distribution of perpetuities with small discount rates (Q6079113) (← links)
- Implicit renewal theory for exponential functionals of Lévy processes (Q6171652) (← links)
