Pages that link to "Item:Q2447717"
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The following pages link to Tail estimates for stochastic fixed point equations via nonlinear renewal theory (Q2447717):
Displaying 10 items.
- A simple proof of heavy tail estimates for affine type Lipschitz recursions (Q730355) (← links)
- Rare event simulation for processes generated via stochastic fixed point equations (Q744388) (← links)
- Pointwise estimates for first passage times of perpetuity sequences (Q1660306) (← links)
- Large excursions and conditioned laws for recursive sequences generated by random matrices (Q1660628) (← links)
- Importance sampling for maxima on trees (Q2132531) (← links)
- Two-sided bounds for \(L_p\)-norms of combinations of products of independent random variables (Q2258839) (← links)
- On the Kesten–Goldie constant (Q2964238) (← links)
- Markov tail chains (Q5176525) (← links)
- Importance sampling of heavy-tailed iterated random functions (Q5215026) (← links)
- Sample-path large deviations for a class of heavy-tailed Markov-additive processes (Q6126988) (← links)