Pages that link to "Item:Q3207850"
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The following pages link to On a stochastic difference equation and a representation of non–negative infinitely divisible random variables (Q3207850):
Displayed 50 items.
- Discrete sums of geometric Brownian motions, annuities and Asian options (Q2520429) (← links)
- On Whitt's conjecture for queues in which service times and interarrival times depend linearly and randomly upon waiting times (Q2564190) (← links)
- Limit theorems for discounted convergent perpetuities. II (Q2685145) (← links)
- Continuous dependence in a problem of convergence of random iteration (Q2694530) (← links)
- A stochastic-difference-equation model for hedge-fund returns (Q2786276) (← links)
- Random iteration and Markov operators (Q2804538) (← links)
- Divergent Perpetuities Modulated by Regime Switches (Q2841131) (← links)
- The Smoothing Transform: A Review of Contraction Results (Q2863577) (← links)
- A coupling approach to random circle maps expanding on the average (Q2930241) (← links)
- On the Kesten–Goldie constant (Q2964238) (← links)
- Random Series with Time-Varying Discounting (Q3098924) (← links)
- On Exact Sampling of Nonnegative Infinitely Divisible Random Variables (Q3167341) (← links)
- Distributional properties of solutions of d<i>V</i><sub><i>t</i></sub> = <i>V</i><sub><i>t</i>-</sub>d<i>U</i><sub><i>t</i></sub> + d<i>L</i><sub><i>t</i></sub> with Lévy noise (Q3173001) (← links)
- Complexity Questions in Non-Uniform Random Variate Generation (Q3298440) (← links)
- Condensation in the inhomogeneous zero-range process: an interplay between interaction and diffusion disorder (Q3301319) (← links)
- On a random-coefficient AR(1) process with heavy-tailed renewal switching coefficient and heavy-tailed noise (Q3410924) (← links)
- RANDOM DYNAMICAL SYSTEMS ON ORDERED TOPOLOGICAL SPACES (Q3421615) (← links)
- Martingales and first passage times of AR(1) sequences (Q3498583) (← links)
- On the number of allelic types for samples taken from exchangeable coalescents with mutation (Q3558939) (← links)
- The Beta Product Distribution with Complex Parameters (Q3562456) (← links)
- Stability of nonlinear stochastic recursions with application to nonlinear AR-GARCH models (Q3590747) (← links)
- ON STATIONARITY OF THE SOLUTION OF A DOUBLY STOCHASTIC MODEL (Q3727066) (← links)
- STATIONARITY OF THE SOLUTION OF X<sub>t</sub>= A<sub>t</sub>X<sub>t-1</sub>+ ε<sub>t</sub>AND ANALYSIS OF NON-GAUSSIAN DEPENDENT RANDOM VARIABLES (Q3823028) (← links)
- The Distribution of a Perpetuity, with Applications to Risk Theory and Pension Funding (Q3978168) (← links)
- REVERSED RESIDUALS IN AUTOREGRESSIVE TIME SERIES ANALYSIS (Q4012949) (← links)
- Linear statistics in change‐point estimation and their asymptotic behaviour (Q4344825) (← links)
- An exponential functional of random walks (Q4435683) (← links)
- Stability of linear stochastic difference equations in strategically controlled random environments (Q4454108) (← links)
- Random coefficient autoregression, regime switching and long memory (Q4467509) (← links)
- Asymptotics for a discrete-time risk model with Gamma-like insurance risks (Q4575366) (← links)
- Asymptotic ruin probabilities for a discrete-time risk model with dependent insurance and financial risks (Q4576955) (← links)
- NEW RESULTS ON THE DISTRIBUTION OF DISCOUNTED COMPOUND POISSON SUMS (Q4629476) (← links)
- Infinite divisibility of infinite sums of lower records: a simple proof (Q4660542) (← links)
- Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments (Q4664092) (← links)
- Recurrence properties of autoregressive processes with super-heavy-tailed innovations (Q4667989) (← links)
- Joint exceedances of the ARCH process (Q4668009) (← links)
- On perpetuities with gamma-like tails (Q4684945) (← links)
- Remembering Wim Vervaat (Q4715801) (← links)
- Shot Noise Distributions and Selfdecomposability (Q4804872) (← links)
- On the foundations of multivariate heavy-tail analysis (Q4822461) (← links)
- A density function connected with a non-negative self-decomposable random variable (Q4826346) (← links)
- Asymptotic Ruin Probabilities for a Bivariate Lévy-Driven Risk Model with Heavy-Tailed Claims and Risky Investments (Q4903034) (← links)
- On an autoregressive process driven by a sequence of Gaussian cylindrical random variables (Q4957785) (← links)
- Exact simulation of generalised Vervaat perpetuities (Q4968511) (← links)
- REGENERATIVE MUTATION PROCESSES RELATED TO THE SELFDECOMPOSABILITY OF SIBUYA DISTRIBUTIONS (Q5056616) (← links)
- Random iteration with place dependent probabilities (Q5122742) (← links)
- Simulations for Karlin random fields (Q5144718) (← links)
- Importance sampling of heavy-tailed iterated random functions (Q5215026) (← links)
- On perpetuities with light tails (Q5215037) (← links)
- Affine stochastic equation with triangular matrices (Q5243411) (← links)