Iterated random functions and slowly varying tails (Q901296): Difference between revisions

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+W2963850737
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+.1658
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+The random difference equation \(X_ n = A_ n X_{n-1} + B_ n\) in the critical case
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+Q3992980
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+The tail of the stationary distribution of an autoregressive process with \(\text{ARCH}(1)\) errors
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+On unbounded invariant measures of stochastic dynamical systems
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+On the invariant measure of the random difference equation \(X_{n} = a_{n}x_{n - 1} + b_{n}\) in the critical case
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+On invariant measures of stochastic recursions in a critical case
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+Large deviations for solutions to stochastic recurrence equations under Kesten's condition
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+Precise tail asymptotics of fixed points of the smoothing transform with general weights
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+Random recurrence equations and ruin in a Markov-dependent stochastic economic environment
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+Q3860550
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+An Introduction to Heavy-Tailed and Subexponential Distributions
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+Implicit renewal theory and tails of solutions of random equations
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+Perpetuities with thin tails
@@ Property / cites work: Perpetuities with thin tails / rank @@
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+Regular variation in the tail behaviour of solutions of random difference equations
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+One limit distribution for a random walk on the line
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+AIMD algorithms and exponential functionals
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+Perpetuities with thin tails revisited
@@ Property / cites work: Perpetuities with thin tails revisited / rank @@
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+Interplay of insurance and financial risks in a discrete-time model with strongly regular variation
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+Random difference equations and renewal theory for products of random matrices
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+Subexponential distributions and integrated tails
@@ Property / cites work: Subexponential distributions and integrated tails / rank @@
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+Q5493557
@@ Property / cites work: Q5493557 / rank @@
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+Tail asymptotics for exponential functionals of Lévy processes
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+Heavy tail phenomenon and convergence to stable laws for iterated Lipschitz maps
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+Tail Asymptotics of the Supremum of a Regenerative Process
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+Q3860551
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+Tail asymptotics for exponential functionals of Lévy processes: the convolution equivalent case
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+On a stochastic difference equation and a representation of non–negative infinitely divisible random variables
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