Pointwise estimates for first passage times of perpetuity sequences (Q1660306)
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English | Pointwise estimates for first passage times of perpetuity sequences |
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Pointwise estimates for first passage times of perpetuity sequences (English)
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15 August 2018
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random recurrence equations
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stochastic fixed point equations
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first passage times
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large deviations
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asymptotic behavior
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ruin probabilities
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