| Publication | Date of Publication | Type |
|---|
The extremal position of a branching random walk on the general linear group
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2025-11-21 | Paper |
Limit theorems for stochastic exponentials of matrix-valued Lévy processes
Journal of Theoretical Probability | 2025-07-15 | Paper |
Asymptotic independence <i>ex machina</i>: Extreme value theory for the diagonal SRE model
Journal of Time Series Analysis | 2023-08-22 | Paper |
| Limit theorems for first passage times of multivariate perpetuity sequences | 2023-07-10 | Paper |
| The extremal position of a branching random walk in the general linear group | 2022-06-10 | Paper |
| Asymptotic Independence ex machina -- Extreme Value Theory for the Diagonal BEKK-ARCH(1) Model | 2019-07-24 | Paper |
Absolute continuity of complex martingales and of solutions to complex smoothing equations
Electronic Communications in Probability | 2018-10-24 | Paper |
Absolute continuity of complex martingales and of solutions to complex smoothing equations
Electronic Communications in Probability | 2018-10-24 | Paper |
Large excursions and conditioned laws for recursive sequences generated by random matrices
The Annals of Probability | 2018-08-16 | Paper |
Large excursions and conditioned laws for recursive sequences generated by random matrices
The Annals of Probability | 2018-08-16 | Paper |
Precise tail asymptotics for attracting fixed points of multivariate smoothing transformations
(available as arXiv preprint) | 2017-08-16 | Paper |
Solutions to complex smoothing equations
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2017-06-22 | Paper |
Precise large deviation results for products of random matrices
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2016-10-26 | Paper |
Precise large deviation results for products of random matrices
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2016-10-26 | Paper |
The fixed points of the multivariate smoothing transform
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2016-02-10 | Paper |
Fixed points of the multivariate smoothing transform: the critical case
Electronic Journal of Probability | 2015-08-07 | Paper |
On multidimensional Mandelbrot cascades
Journal of Difference Equations and Applications | 2015-01-14 | Paper |
Erratum to: ``A note on Kesten's Choquet-Deny lemma''
Electronic Communications in Probability | 2014-09-24 | Paper |
A note on Kesten's Choquet-Deny lemma
Electronic Communications in Probability | 2014-09-22 | Paper |
Heavy tailed solutions of multivariate smoothing transforms
Stochastic Processes and their Applications | 2014-04-10 | Paper |
Precise tail index of fixed points of the two-sided smoothing transform
Springer Proceedings in Mathematics & Statistics | 2013-11-22 | Paper |
Convergence to stable laws for multidimensional stochastic recursions: the case of regular matrices
Potential Analysis | 2013-05-06 | Paper |
| On multivariate stochastic fixed point equations. The smoothing transform and random difference equations | 2013-04-25 | Paper |
Tail behaviour of stationary solutions of random difference equations: the case of regular matrices
Journal of Difference Equations and Applications | 2012-08-17 | Paper |
