Persistence of autoregressive sequences with logarithmic tails (Q2105158): Difference between revisions

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+MaRDI publication profile
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+Null recurrence and transience of random difference equations in the contractive case
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+Persistence exponents via perturbation theory: AR(1)-processes
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+Persistence exponents in Markov chains
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+Asymptotics for sums of random variables with local subexponential behaviour
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+Exponential functionals of Lévy processes
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+Functional limit theorems for divergent perpetuities in the contractive case
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+Weak convergence of positive self-similar Markov processes and overshoots of Lévy processes
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+Tail asymptotics for the supremum of a random walk when the mean is not finite
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+Conditioned limit theorems for some null recurrent Markov processes
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+On a general random exchange model
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+Subexponential distributions and integrated tails
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+Semi-stable Markov processes. I
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+SOME PROPERTIES OF A RANDOM LINEAR DIFFERENCE EQUATION1
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+Recurrence properties of autoregressive processes with super-heavy-tailed innovations
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+Recurrence and transience of contractive autoregressive processes and related Markov chains
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