One limit distribution for a random walk on the line

From MaRDI portal
Revision as of 08:24, 31 January 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:1244735

DOI10.1007/BF00969789zbMath0373.60009OpenAlexW2048032146MaRDI QIDQ1244735

K. Appert

Publication date: 1976

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00969789




Related Items (34)

Asymptotic properties of supercritical age-dependent branching processes and homogeneous branching random walksRandom recurrence equations and ruin in a Markov-dependent stochastic economic environmentImplicit Renewal Theory and Power Tails on TreesTail-homogeneity of stationary measures for some multidimensional stochastic recursionsDistribution tails of a history-dependent random linear recursionOn random coefficient INAR(1) processesIterated random functions and slowly varying tailsOn the Kesten–Goldie constantMultivariate linear recursions with Markov-dependent coefficientsOn generalized multiplicative cascadesRegularly log-periodic functions and some applicationsImplicit renewal theorem for trees with general weightsRandom linear recursions with dependent coefficientsAsymptotics of stationary solutions of multivariate stochastic recursions with heavy tailed inputs and related limit theoremsOne-dimensional linear recursions with Markov-dependent coefficientsHeavy tail phenomenon and convergence to stable laws for iterated Lipschitz mapsOn invariant measures of stochastic recursions in a critical caseFavorite sites of randomly biased walks on a supercritical Galton-Watson treeElementary fixed points of the BRW smoothing transforms with infinite number of summandsExtremes of a class of deterministic sub-sampled processes with applications to stochastic difference equationsTail behavior of a threshold autoregressive stochastic volatility modelHeavy tails for an alternative stochastic perpetuity modelOn a Pitman-Yor problemConvergence to stable laws for a class of multidimensional stochastic recursionsImplicit renewal theory in the arithmetic caseOn perpetuities with gamma-like tailsIterated random functions and regularly varying tailsA simple proof of heavy tail estimates for affine type Lipschitz recursionsStochastic recursions: between Kesten's and Grincevičius-Grey's assumptionsRandom walks in a moderately sparse random environmentTail index estimation for dependent dataPerpetuities with thin tails revisitedHeavy-tails in Kalman filtering with packet lossesOn supercritical branching processes with emigration




Cites Work




This page was built for publication: One limit distribution for a random walk on the line