Tail estimates for stochastic fixed point equations via nonlinear renewal theory (Q2447717): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W1991666828
@@ Property / OpenAlex ID: W1991666828 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.2317
@@ Property / arXiv ID: 1103.2317 / rank @@
+Normal rank
@@ Property / cites work @@
+On the Harris recurrence of iterated random Lipschitz functions and related convergence rate results
+Normal rank
@@ Property / cites work @@
+Limit theorems for iterated random functions by regenerative methods.
+Normal rank
@@ Property / cites work @@
+Applied Probability and Queues
@@ Property / cites work: Applied Probability and Queues / rank @@
+Normal rank
@@ Property / cites work @@
+Stationary measures for some Markov chain models in ecology and economics
+Normal rank
@@ Property / cites work @@
+A New Approach to the Limit Theory of Recurrent Markov Chains
+Normal rank
@@ Property / cites work @@
+Stable limits for sums of dependent infinite variance random variables
+Normal rank
@@ Property / cites work @@
+Extremal behavior of the autoregressive process with ARCH(1) errors
+Normal rank
@@ Property / cites work @@
+Tail-homogeneity of stationary measures for some multidimensional stochastic recursions
+Normal rank
@@ Property / cites work @@
+A contractivity condition for iterated function systems
+Normal rank
@@ Property / cites work @@
+Random recurrence equations and ruin in a Markov-dependent stochastic economic environment
+Normal rank
@@ Property / cites work @@
+Rare event simulation for processes generated via stochastic fixed point equations
+Normal rank
@@ Property / cites work @@
+Extremal behaviour of solutions to a stochastic difference equation with applications to ARCH processes
+Normal rank
@@ Property / cites work @@
+Q4391441
@@ Property / cites work: Q4391441 / rank @@
+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 @@
+Q4343010
@@ Property / cites work: Q4343010 / rank @@
+Normal rank
@@ Property / cites work @@
+A probabilistic representation of constants in Kesten's renewal theorem
+Normal rank
@@ Property / cites work @@
+Noncommuting Random Products
@@ Property / cites work: Noncommuting Random Products / rank @@
+Normal rank
@@ Property / cites work @@
+Implicit renewal theory and tails of solutions of random equations
+Normal rank
@@ Property / cites work @@
+Stability of perpetuities
@@ Property / cites work: Stability of perpetuities / rank @@
+Normal rank
@@ Property / cites work @@
+Extreme Values in the GI/G/1 Queue
@@ Property / cites work: Extreme Values in the GI/G/1 Queue / rank @@
+Normal rank
@@ Property / cites work @@
+Large deviations of uniformly recurrent Markov additive processes
+Normal rank
@@ Property / cites work @@
+Random difference equations and renewal theory for products of random matrices
+Normal rank
@@ Property / cites work @@
+Markov chains and stochastic stability
@@ Property / cites work: Markov chains and stochastic stability / rank @@
+Normal rank
@@ Property / cites work @@
+Heavy tail phenomenon and convergence to stable laws for iterated Lipschitz maps
+Normal rank
@@ Property / cites work @@
+General Irreducible Markov Chains and Non-Negative Operators
+Normal rank
@@ Property / cites work @@
+A splitting technique for Harris recurrent Markov chains
+Normal rank
@@ Property / cites work @@
+Maxima and exceedances of stationary Markov chains
+Normal rank
@@ Property / cites work @@
+Note on a stochastic recursion
@@ Property / cites work: Note on a stochastic recursion / rank @@
+Normal rank
@@ Property / cites work @@
+Sequential analysis. Tests and confidence intervals
+Normal rank
@@ Property / cites work @@
+Random walks in a random environment
@@ Property / cites work: Random walks in a random environment / rank @@
+Normal rank
@@ Property / cites work @@
+Random logistic maps and Lyapunov exponents
@@ Property / cites work: Random logistic maps and Lyapunov exponents / rank @@
+Normal rank
@@ Property / cites work @@
+Markov chains in random environments and random iterated function systems
+Normal rank
@@ Property / cites work @@
+On a stochastic difference equation and a representation of non–negative infinitely divisible random variables
+Normal rank
@@ Property / cites work @@
+Q3948486
@@ Property / cites work: Q3948486 / rank @@
+Normal rank
@@ Property / cites work @@
+A new representation for a renewal-theoretic constant appearing in asymptotic approximations of large deviations
+Normal rank