Tail estimates for stochastic fixed point equations via nonlinear renewal theory (Q2447717): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 00:28, 3 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Tail estimates for stochastic fixed point equations via nonlinear renewal theory |
scientific article |
Statements
Tail estimates for stochastic fixed point equations via nonlinear renewal theory (English)
0 references
28 April 2014
0 references
random recurrence equations
0 references
Letac's principle
0 references
nonlinear renewal theory
0 references
slowly changing functions
0 references
Harris recurrent Markov chains
0 references
geometric ergodicity
0 references
large deviations
0 references
Cramér-Lundberg theory with stochastic investments
0 references
GARCH processes
0 references
extremal index
0 references