Asymptotics of stationary solutions of multivariate stochastic recursions with heavy tailed inputs and related limit theorems (Q655316): Difference between revisions

Latest revision as of 19:55, 4 July 2024

scientific article

Language	Label	Description	Also known as
English	Asymptotics of stationary solutions of multivariate stochastic recursions with heavy tailed inputs and related limit theorems	scientific article

Statements

instance of

scholarly article

0 references

title

Asymptotics of stationary solutions of multivariate stochastic recursions with heavy tailed inputs and related limit theorems (English)

0 references

zbMATH Open document ID

1237.60056

0 references

DOI

10.1016/j.spa.2011.10.010

0 references

0 references

0 references

0 references

Stochastic Processes and their Applications

0 references

publication date

4 January 2012

0 references

full work available at URL

https://arxiv.org/abs/1011.1685

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

Markov chains

0 references

stationary measures

0 references

heavy tailed random variables

0 references

limit theorems

0 references

MaRDI profile type

MaRDI publication profile

0 references

0 references

0 references

Tail behaviour of stationary solutions of random difference equations: the case of regular matrices

0 references

Stable limits for sums of dependent infinite variance random variables

0 references

A characterization of multivariate regular variation.

0 references

A Central Limit Theorem for Contractive Stochastic Dynamical Systems

0 references

Support theorems for the Radon transform and Cramér-Wold theorems

0 references

Q5525727

0 references

Convergence to stable laws for a class of multidimensional stochastic recursions

0 references

Tail-homogeneity of stationary measures for some multidimensional stochastic recursions

0 references

Q4726487

0 references

Limit theory for bilinear processes with heavy-tailed noise

0 references

Iterated Random Functions

0 references

Q3059475

0 references

Noncommuting Random Products

0 references

Products of Random Matrices

0 references

Implicit renewal theory and tails of solutions of random equations

0 references

Regular variation in the tail behaviour of solutions of random difference equations

0 references

One limit distribution for a random walk on the line

0 references

Heavy tail properties of stationary solutions of multidimensional stochastic recursions

0 references

On spectral properties of a family of transfer operators and convergence to stable laws for affine random walks

0 references

Limit theorems for Markov chains and stochastic properties of dynamical systems by quasi-compactness

0 references

Multivariate linear recursions with Markov-dependent coefficients

0 references

Random difference equations and renewal theory for products of random matrices

0 references

Q4943988

0 references

The tail of the stationary distribution of a random coefficient \(\text{AR}(q)\) model.

0 references

Heavy tail phenomenon and convergence to stable laws for iterated Lipschitz maps

0 references

Moving averages with random coefficients and random coefficient autoregressive models

0 references

A central limit theorem for iterated random functions

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:655316

@@ Property / cites work @@
+Tail behaviour of stationary solutions of random difference equations: the case of regular matrices
+Normal rank
@@ Property / cites work @@
+Stable limits for sums of dependent infinite variance random variables
+Normal rank
@@ Property / cites work @@
+A characterization of multivariate regular variation.
+Normal rank
@@ Property / cites work @@
+A Central Limit Theorem for Contractive Stochastic Dynamical Systems
+Normal rank
@@ Property / cites work @@
+Support theorems for the Radon transform and Cramér-Wold theorems
+Normal rank
@@ Property / cites work @@
+Q5525727
@@ Property / cites work: Q5525727 / rank @@
+Normal rank
@@ Property / cites work @@
+Convergence to stable laws for a class of multidimensional stochastic recursions
+Normal rank
@@ Property / cites work @@
+Tail-homogeneity of stationary measures for some multidimensional stochastic recursions
+Normal rank
@@ Property / cites work @@
+Q4726487
@@ Property / cites work: Q4726487 / rank @@
+Normal rank
@@ Property / cites work @@
+Limit theory for bilinear processes with heavy-tailed noise
+Normal rank
@@ Property / cites work @@
+Iterated Random Functions
@@ Property / cites work: Iterated Random Functions / rank @@
+Normal rank
@@ Property / cites work @@
+Q3059475
@@ Property / cites work: Q3059475 / rank @@
+Normal rank
@@ Property / cites work @@
+Noncommuting Random Products
@@ Property / cites work: Noncommuting Random Products / rank @@
+Normal rank
@@ Property / cites work @@
+Products of Random Matrices
@@ Property / cites work: Products of Random Matrices / rank @@
+Normal rank
@@ Property / cites work @@
+Implicit renewal theory and tails of solutions of random equations
+Normal rank
@@ Property / cites work @@
+Regular variation in the tail behaviour of solutions of random difference equations
+Normal rank
@@ Property / cites work @@
+One limit distribution for a random walk on the line
+Normal rank
@@ Property / cites work @@
+Heavy tail properties of stationary solutions of multidimensional stochastic recursions
+Normal rank
@@ Property / cites work @@
+On spectral properties of a family of transfer operators and convergence to stable laws for affine random walks
+Normal rank
@@ Property / cites work @@
+Limit theorems for Markov chains and stochastic properties of dynamical systems by quasi-compactness
+Normal rank
@@ Property / cites work @@
+Multivariate linear recursions with Markov-dependent coefficients
+Normal rank
@@ Property / cites work @@
+Random difference equations and renewal theory for products of random matrices
+Normal rank
@@ Property / cites work @@
+Q4943988
@@ Property / cites work: Q4943988 / rank @@
+Normal rank
@@ Property / cites work @@
+The tail of the stationary distribution of a random coefficient \(\text{AR}(q)\) model.
+Normal rank
@@ Property / cites work @@
+Heavy tail phenomenon and convergence to stable laws for iterated Lipschitz maps
+Normal rank
@@ Property / cites work @@
+Moving averages with random coefficients and random coefficient autoregressive models
+Normal rank
@@ Property / cites work @@
+A central limit theorem for iterated random functions
+Normal rank