On the Kesten–Goldie constant (Q2964238): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1080/10236198.2016.1234613
+Normal rank
@@ Property / OpenAlex ID @@
+W2519067391
@@ Property / OpenAlex ID: W2519067391 / rank @@
+Normal rank
@@ Property / cites work @@
+On the stationary tail index of iterated random Lipschitz functions
+Normal rank
@@ Property / cites work @@
+Tail behaviour of stationary solutions of random difference equations: the case of regular matrices
+Normal rank
@@ Property / cites work @@
+The random difference equation \(X_ n = A_ n X_{n-1} + B_ n\) in the critical case
+Normal rank
@@ Property / cites work @@
+Stable limits for sums of dependent infinite variance random variables
+Normal rank
@@ Property / cites work @@
+On unbounded invariant measures of stochastic dynamical systems
+Normal rank
@@ Property / cites work @@
+Tail-homogeneity of stationary measures for some multidimensional stochastic recursions
+Normal rank
@@ Property / cites work @@
+Stochastic Models with Power-Law Tails
@@ Property / cites work: Stochastic Models with Power-Law Tails / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotics of stationary solutions of multivariate stochastic recursions with heavy tailed inputs and related limit theorems
+Normal rank
@@ Property / cites work @@
+Limit distributions for multitype branching processes of \(m\)-ary search trees
+Normal rank
@@ Property / cites work @@
+Tail estimates for stochastic fixed point equations via nonlinear renewal theory
+Normal rank
@@ Property / cites work @@
+Rare event simulation for processes generated via stochastic fixed point equations
+Normal rank
@@ Property / cites work @@
+Iterated Random Functions
@@ Property / cites work: Iterated Random Functions / rank @@
+Normal rank
@@ Property / cites work @@
+A multiplicative ergodic theorem for Lipschitz maps
+Normal rank
@@ Property / cites work @@
+A probabilistic representation of constants in Kesten's renewal theorem
+Normal rank
@@ Property / cites work @@
+Products of Random Matrices
@@ Property / cites work: Products of Random Matrices / rank @@
+Normal rank
@@ Property / cites work @@
+Implicit renewal theory and tails of solutions of random equations
+Normal rank
@@ Property / cites work @@
+One limit distribution for a random walk on the line
+Normal rank
@@ Property / cites work @@
+Spectral gap properties for linear random walks and Pareto's asymptotics for affine stochastic recursions
+Normal rank
@@ Property / cites work @@
+On the homogeneity at infinity of the stationary probability for an affine random walk
+Normal rank
@@ Property / cites work @@
+Central limit theorems for iterated random Lipschitz mappings.
+Normal rank
@@ Property / cites work @@
+Random difference equations and renewal theory for products of random matrices
+Normal rank
@@ Property / cites work @@
+The tail of the stationary distribution of a random coefficient \(\text{AR}(q)\) model.
+Normal rank
@@ Property / cites work @@
+Solutions to complex smoothing equations
@@ Property / cites work: Solutions to complex smoothing equations / rank @@
+Normal rank
@@ Property / cites work @@
+Heavy tail phenomenon and convergence to stable laws for iterated Lipschitz maps
+Normal rank
@@ Property / cites work @@
+On a stochastic difference equation and a representation of non–negative infinitely divisible random variables
+Normal rank