On the stationary tail index of iterated random Lipschitz functions (Q898406): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
Normalize DOI.
 
(2 intermediate revisions by 2 users not shown)
Property / DOI
 
Property / DOI: 10.1016/j.spa.2015.08.004 / rank
Normal rank
 
Property / arXiv ID
 
Property / arXiv ID: 1409.2663 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Limit theorems for iterated random functions by regenerative methods. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3563045 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Applied Probability and Queues / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4453297 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2707621 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Random logistic maps. I / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the nonuniqueness of the invariant probability for i. i. d. random logistic maps / rank
 
Normal rank
Property / cites work
 
Property / cites work: Random logistic maps. II: The critical case / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3992980 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The tail of the stationary distribution of an autoregressive process with \(\text{ARCH}(1)\) errors / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4357052 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On unbounded invariant measures of stochastic dynamical systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Large Deviation Tail Estimates and Related Limit Laws for Stochastic Fixed Point Equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: A result regarding convergence of random logistic maps / rank
 
Normal rank
Property / cites work
 
Property / cites work: Iterated Random Functions / rank
 
Normal rank
Property / cites work
 
Property / cites work: A multiplicative ergodic theorem for Lipschitz maps / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4343010 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stability classification of a Ricker model with two random parameters / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5624436 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Implicit renewal theory and tails of solutions of random equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stability of perpetuities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Products of random affine transformations / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the homogeneity at infinity of the stationary probability for an affine random walk / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the moments and limit distributions of some first passage times / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stopped Random Walks / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4307523 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Population models with environmental stochasticity / rank
 
Normal rank
Property / cites work
 
Property / cites work: Renewal theory for m-dependent variables / rank
 
Normal rank
Property / cites work
 
Property / cites work: Random difference equations and renewal theory for products of random matrices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3713274 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Heavy tail phenomenon and convergence to stable laws for iterated Lipschitz maps / rank
 
Normal rank
Property / cites work
 
Property / cites work: Random logistic maps and Lyapunov exponents / rank
 
Normal rank
Property / cites work
 
Property / cites work: On a stochastic difference equation and a representation of non–negative infinitely divisible random variables / rank
 
Normal rank
Property / cites work
 
Property / cites work: ARMA MODELS WITH ARCH ERRORS / rank
 
Normal rank
Property / DOI
 
Property / DOI: 10.1016/J.SPA.2015.08.004 / rank
 
Normal rank

Latest revision as of 07:40, 10 December 2024

scientific article
Language Label Description Also known as
English
On the stationary tail index of iterated random Lipschitz functions
scientific article

    Statements

    On the stationary tail index of iterated random Lipschitz functions (English)
    0 references
    0 references
    8 December 2015
    0 references
    random Lipschitz functions
    0 references
    iterated function system
    0 references
    Markov chain
    0 references
    tail index
    0 references
    stationary law
    0 references
    stochastic fixed-point equation
    0 references
    implicit renewal theory
    0 references
    AR(1)-model
    0 references
    ARCH errors
    0 references
    random logistic transform
    0 references
    stochastic Ricker model
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references