Iterated random functions and regularly varying tails (Q4689895): Difference between revisions

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+W2962752099
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+.03876
@@ Property / arXiv ID: 1706.03876 / rank @@
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@@ Property / cites work @@
+On the stationary tail index of iterated random Lipschitz functions
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+Q4010332
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+On unbounded invariant measures of stochastic dynamical systems
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+A simple proof of heavy tail estimates for affine type Lipschitz recursions
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+Stochastic Models with Power-Law Tails
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+Degeneracy properties of subcritical branching processes
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+Functions of probability measures
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+Convolution tails, product tails and domains of attraction
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+Iterated Random Functions
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+Iterated random functions and slowly varying tails
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+A multiplicative ergodic theorem for Lipschitz maps
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+A property of the generalized inverse Gaussian distribution with some applications
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+AIMD algorithms and exponential functionals
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+Central limit theorems for iterated random Lipschitz mappings.
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+Interplay of insurance and financial risks in a discrete-time model with strongly regular variation
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+Heavy tail phenomenon and convergence to stable laws for iterated Lipschitz maps
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+Tail asymptotics for exponential functionals of Lévy processes: the convolution equivalent case
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@@ Property / Wikidata QID @@
+Q129401009
@@ Property / Wikidata QID: Q129401009 / rank @@
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