Tail estimates for stochastic fixed point equations via nonlinear renewal theory (Q2447717)
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scientific article; zbMATH DE number 6289538
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| English | Tail estimates for stochastic fixed point equations via nonlinear renewal theory |
scientific article; zbMATH DE number 6289538 |
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Tail estimates for stochastic fixed point equations via nonlinear renewal theory (English)
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28 April 2014
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random recurrence equations
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Letac's principle
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nonlinear renewal theory
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slowly changing functions
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Harris recurrent Markov chains
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geometric ergodicity
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large deviations
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Cramér-Lundberg theory with stochastic investments
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GARCH processes
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extremal index
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0.7815046310424805
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0.7803672552108765
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0.7489748001098633
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0.7446902990341187
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