On the stationary tail index of iterated random Lipschitz functions (Q898406)

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On the stationary tail index of iterated random Lipschitz functions
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    On the stationary tail index of iterated random Lipschitz functions (English)
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    8 December 2015
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    random Lipschitz functions
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    iterated function system
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    Markov chain
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    tail index
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    stationary law
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    stochastic fixed-point equation
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    implicit renewal theory
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    AR(1)-model
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    ARCH errors
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    random logistic transform
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    stochastic Ricker model
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