Slowly varying asymptotics for signed stochastic difference equations (Q2080153): Difference between revisions

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+.13349
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@@ Property / cites work @@
+Large-Deviation Probabilities for One-Dimensional Markov Chains. Part 3: Prestationary Distributions in the Subexponential Case
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+Stochastic Models with Power-Law Tails
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+Importance sampling of heavy-tailed iterated random functions
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+Iterated random functions and slowly varying tails
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+Stability of perpetuities
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+Regular variation in the tail behaviour of solutions of random difference equations
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+Random difference equations and renewal theory for products of random matrices
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+Large deviations and ruin probabilities for solutions to stochastic recurrence equations with heavy-tailed innovations
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+Large-Deviation Probabilities for Maxima of Sums of Independent Random Variables with Negative Mean and Subexponential Distribution
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+Markov Chains and Stochastic Stability
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+Limit laws for a stochastic process and random recursion arising in probabilistic modelling
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+Tail of the stationary solution of the stochastic equation \(Y_{n+1}=a_{n} Y_{n}+b_{n}\) with Markovian coefficients
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+On a stochastic difference equation and a representation of non–negative infinitely divisible random variables
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+Publication:2080153