Random difference equations and renewal theory for products of random matrices
From MaRDI portal
Publication:1211309
DOI10.1007/BF02392040zbMath0291.60029MaRDI QIDQ1211309
Publication date: 1973
Published in: Acta Mathematica (Search for Journal in Brave)
Asymptotic distribution theory in statistics (62E20) Transition functions, generators and resolvents (60J35) Stochastic analysis (60H99) Stochastic matrices (15B51) Renewal theory (60K05)
Related Items
Scaling limit of the subdiffusive random walk on a Galton-Watson tree in random environment ⋮ The tail of the stationary distribution of an autoregressive process with \(\text{ARCH}(1)\) errors ⋮ Weighted approximations of tail processes for \(\beta\)-mixing random variables. ⋮ Extremal behavior of the autoregressive process with ARCH(1) errors ⋮ Asymptotic properties of supercritical age-dependent branching processes and homogeneous branching random walks ⋮ The sample ACF of a simple bilinear process ⋮ Thermodynamics of inequalities: from precariousness to economic stratification ⋮ The tail of the stationary distribution of a random coefficient \(\text{AR}(q)\) model. ⋮ Uniform Markov renewal theory and ruin probabilities in Markov random walks. ⋮ Modeling tails of aggregate economic processes in a stochastic growth model ⋮ Berry-Esseen bound and precise moderate deviations for products of random matrices ⋮ On the maximum of a subcritical branching process in a random environment. ⋮ Linear fractional Galton-Watson processes in random environment and perpetuities ⋮ A note on multitype branching process with bounded immigration in random environment ⋮ Polling systems with parameter regeneration, the general case ⋮ Tails of bivariate stochastic recurrence equation with triangular matrices ⋮ Optimal investment for insurers when the stock price follows an exponential Lévy process ⋮ Stochastic dominance and thick-tailed wealth distributions ⋮ Precise large deviation estimates for branching process in random environment ⋮ A probabilistic representation of constants in Kesten's renewal theorem ⋮ Growing through the merger and acquisition ⋮ Nearly nonstationary processes under infinite variance GARCH noises ⋮ Pointwise estimates for first passage times of perpetuity sequences ⋮ Large excursions and conditioned laws for recursive sequences generated by random matrices ⋮ Hausdorff dimensions of sofic affine-invariant sets ⋮ Investments in random environments ⋮ A lower bound on the ARL to detection of a change with a probability constraint on false alarm ⋮ Discrepancy skew products and affine random walks ⋮ Analysis of industrial dynamics: a note on the relationship between firms' size and growth rate ⋮ Weak symmetries of stochastic differential equations driven by semimartingales with jumps ⋮ State-of-the-art in sequential change-point detection ⋮ An impossibility theorem for wealth in heterogeneous-agent models with limited heterogeneity ⋮ Interval estimation of the tail index of a GARCH(1,1) model ⋮ Precise large deviation asymptotics for products of random matrices ⋮ Multiplicative processes and power laws in human reaction times derived from hyperbolic functions ⋮ Convergence to stable laws for multidimensional stochastic recursions: the case of regular matrices ⋮ The precise tail behavior of the total progeny of a killed branching random walk ⋮ Stochastic volatility models with possible extremal clustering ⋮ Marked empirical processes for non-stationary time series ⋮ Quenched limits for the fluctuations of transient random walks in random environment on \(\mathbb{Z}\) ⋮ Sunspot-driven fat tails: a note ⋮ The limit distribution of the maximum increment of a random walk with dependent regularly varying jump sizes ⋮ Random linear recursions with dependent coefficients ⋮ Sieving random iterative function systems ⋮ Bounds on the dynamics of sink populations with noisy immigration ⋮ On the use of bivariate Mellin transform in bivariate random scaling and some applications ⋮ Lifshitz tails and long-time decay in random systems with arbitrary disorder. ⋮ Measures of serial extremal dependence and their estimation ⋮ Tail estimates for stochastic fixed point equations via nonlinear renewal theory ⋮ Precise large deviations for random walk in random environment ⋮ Conditions for convergence of random coefficient \(\mathrm{AR}(1)\) processes and perpetuities in higher dimensions ⋮ Least squares estimation in a simple random coefficient autoregressive model ⋮ Some properties of stochastic volatility model that are induced by its volatility sequence ⋮ Non-standard limits for a family of autoregressive stochastic sequences ⋮ Homogeneous mappings of regularly varying vectors ⋮ Favorite sites of randomly biased walks on a supercritical Galton-Watson tree ⋮ Recurrence and transience of contractive autoregressive processes and related Markov chains ⋮ Instability and concentration in the distribution of wealth ⋮ The cluster index of regularly varying sequences with applications to limit theory for functions of multivariate Markov chains ⋮ Generalised central limit theorems for growth rate distribution of complex systems ⋮ Two-sided bounds for \(L_p\)-norms of combinations of products of independent random variables ⋮ Whittle estimation in a heavy-tailed GARCH(1,1) model. ⋮ Power tailed ruin probabilities in the presence of risky investments. ⋮ Regular variation of GARCH processes. ⋮ Asymptotic operating characteristics of an optimal change point detection in hidden Markov models ⋮ Stable laws and spectral gap properties for affine random walks ⋮ Maximum likelihood estimation in the context of a sub-ballistic random walk in a parametric random environment ⋮ Heavy tails for an alternative stochastic perpetuity model ⋮ Random walks in Dirichlet environment: an overview. Dedicated to Dominique Bakry on the occasion of his 60th birthday ⋮ Stability and the Lyapounov exponent of threshold AR-ARCH models ⋮ On a Pitman-Yor problem ⋮ Emergence of heavy-tailed distributions in a random multiplicative model driven by a Gaussian stochastic process ⋮ Qualitative change of fluctuation observed in real traffic flow ⋮ Serial dependence in ARCH-models as measured by tail dependence coefficients ⋮ A model for scaling in firms' size and growth rate distribution ⋮ Comparing inequality and mobility in linear models ⋮ Ruin probabilities for a Lévy-driven generalised Ornstein-Uhlenbeck process ⋮ The sample autocorrelations of heavy-tailed processes with applications to ARCH ⋮ Large deviations of branching process in a random environment ⋮ Stochastic recursions: between Kesten's and Grincevičius-Grey's assumptions ⋮ A multiplicative version of the Lindley recursion ⋮ Extremal behaviour of solutions to a stochastic difference equation with applications to ARCH processes ⋮ Random walks in a moderately sparse random environment ⋮ A note on limit theory for mildly stationary autoregression with a heavy-tailed GARCH error process ⋮ Inverse exponential decay: stochastic fixed point equation and ARMA models ⋮ Slowly varying asymptotics for signed stochastic difference equations ⋮ Approximate solution methods for linear stochastic difference equations ⋮ Stochastic fixed-point equation and local dependence measure ⋮ Heavy-tails in Kalman filtering with packet losses ⋮ Limit theory for the sample autocorrelations and extremes of a GARCH \((1,1)\) process. ⋮ Random decompositions of Eulerian statistics ⋮ Joint extremal behavior of hidden and observable time series with applications to GARCH processes ⋮ Stochastic multiplicative processes for financial markets ⋮ Limit theory and robust evaluation methods for the extremal properties of GARCH\((p,q)\) processes ⋮ ``Slimming of power-law tails by increasing market returns ⋮ A multivariate functional limit theorem in weak \(M_1\) topology ⋮ The Poincaré maps of a slow-fast stochastic system ⋮ On unbounded invariant measures of stochastic dynamical systems ⋮ Growth and fluctuations of personal income ⋮ Global stabilization and destabilization by the state dependent noise with particular distributions ⋮ A stochastic model of retinotopy: A self organizing process ⋮ Random recurrence equations and ruin in a Markov-dependent stochastic economic environment ⋮ Spectral gap properties for linear random walks and Pareto's asymptotics for affine stochastic recursions ⋮ Tail-homogeneity of stationary measures for some multidimensional stochastic recursions ⋮ Support theorems for the Radon transform and Cramér-Wold theorems ⋮ Simulating the Dickman distribution ⋮ Limit laws for transient random walks in random environment on \(\mathbb Z\) ⋮ On Kesten's counterexample to the Cramér-Wold device for regular variation ⋮ The random difference equation \(X_ n = A_ n X_{n-1} + B_ n\) in the critical case ⋮ Large deviations for solutions to stochastic recurrence equations under Kesten's condition ⋮ Tail homogeneity of invariant measures of multidimensional stochastic recursions in a critical case ⋮ On fixed points of a generalized multidimensional affine recursion ⋮ Precise large deviations for dependent regularly varying sequences ⋮ Local limit theorems for random walks in a 1D random environment ⋮ Extremal behaviour of models with multivariate random recurrence representation ⋮ Asymptotic results for sample autocovariance functions and extremes of integrated generalized Ornstein-Uhlenbeck processes ⋮ Extremal behavior of stochastic integrals driven by regularly varying Lévy processes ⋮ The extremogram: a correlogram for extreme events ⋮ Computing the extremal index of special Markov chains and queues ⋮ On delay-dependent stability for vector nonlinear stochastic delay-difference equations with Volterra diffusion term ⋮ The Poincaré map of randomly perturbed periodic motion ⋮ Tail behaviour of the area under a random process, with applications to queueing systems, insurance and percolations ⋮ Extreme-value asymptotics for affine random walks ⋮ Regular variation of order 1 nonlinear AR-ARCH models ⋮ Limit theory of quadratic forms of long-memory linear processes with heavy-tailed GARCH innovations ⋮ On the growth rate of a linear stochastic recursion with Markovian dependence ⋮ Operator decomposable measures and stochastic difference equations ⋮ On the stationary tail index of iterated random Lipschitz functions ⋮ Second order properties of distribution tails and estimation of tail exponents in random difference equations ⋮ The wealth distribution in Bewley economies with capital income risk ⋮ Iterated random functions and slowly varying tails ⋮ Tail behavior of solutions of linear recursions on trees ⋮ On the invariant measure of the random difference equation \(X_{n} = a_{n}x_{n - 1} + b_{n}\) in the critical case ⋮ Multivariate linear recursions with Markov-dependent coefficients ⋮ On the regular variation of ratios of jointly Fréchet random variables ⋮ The extremal index for GARCH(1,1) processes ⋮ On generalized multiplicative cascades ⋮ SPRT and CUSUM in hidden Markov models ⋮ Renorming divergent perpetuities ⋮ Implicit renewal theorem for trees with general weights ⋮ Efficient rare-event simulation for perpetuities ⋮ A refined factorization of the exponential law ⋮ Quenched limit theorems for nearest neighbour random walks in 1D random environment ⋮ High-level dependence in time series models ⋮ A stochastic model for evolution of sociality in insects. ⋮ Asymptotics of stationary solutions of multivariate stochastic recursions with heavy tailed inputs and related limit theorems ⋮ Multivariate Markov-switching ARMA processes with regularly varying noise ⋮ Incomplete market dynamics and cross-sectional distributions ⋮ Linear and sub-linear growth and the CLT for hitting times of a random walk in random environment on a strip ⋮ \(L_1\)-norm of combinations of products of independent random variables ⋮ Speed of stochastic locally contractive systems. ⋮ Renewal theory for functionals of a Markov chain with compact state space. ⋮ Heavy tail phenomenon and convergence to stable laws for iterated Lipschitz maps ⋮ Transition kernels and the conditional extreme value model ⋮ Statistics for tail processes of Markov chains ⋮ On the tvGARCH(1,1) model: existence, CLT, and tail index ⋮ Financial power laws: empirical evidence, models, and mechanisms ⋮ On the measurement and treatment of extremes in time series ⋮ Weak convergence of multivariate partial maxima processes ⋮ Effective branching splitting method under cost constraint ⋮ Singular behavior of the leading Lyapunov exponent of a product of random \({2 \times 2}\) matrices ⋮ Stability of equilibria of randomly perturbed maps ⋮ Random difference equations with subexponential innovations ⋮ Estimation of parameters in heavy-tailed distribution when its second order tail parameter is known ⋮ Global stochastic properties of dynamic models and their linear approximations ⋮ Matrix refinement type equations ⋮ Weak convergence of a pseudo maximum likelihood estimator for the extremal index ⋮ On the multidimensional stochastic equation \(Y_{n+1}=A_{n} Y_{n}+B_{n}\) ⋮ Equilibria in financial markets with heterogeneous agents: a probabilistic perspective ⋮ Convergence to stable laws for a class of multidimensional stochastic recursions ⋮ The Forbes 400, the Pareto power-law and efficient markets ⋮ An extension of a logarithmic form of Cramér's ruin theorem to some FARIMA and related processes ⋮ Stable limits for sums of dependent infinite variance random variables ⋮ Convergence to type I distribution of the extremes of sequences defined by random difference equation ⋮ Effect of neuromodulation of short-term plasticity on information processing in hippocampal interneuron synapses ⋮ On the tail behavior of a class of multivariate conditionally heteroskedastic processes ⋮ Continuous-time GARCH processes ⋮ Integrated insurance risk models with exponential Lévy investment ⋮ A simple proof of heavy tail estimates for affine type Lipschitz recursions ⋮ Adapting extreme value statistics to financial time series: dealing with bias and serial dependence ⋮ Inference for the limiting cluster size distribution of extreme values ⋮ Estimating the multivariate extremal index function ⋮ Tail probabilities for infinite series of regularly varying random vectors ⋮ Some aspects of extreme value statistics under serial dependence ⋮ Long-run growth rates of discrete multiplicative processes in Markovian environments ⋮ Quenched limits for transient, zero speed one-dimensional random walk in random environment ⋮ Rare event simulation for processes generated via stochastic fixed point equations ⋮ Subsampling tests for the mean change point with heavy-tailed innovations ⋮ Regularly varying multivariate time series ⋮ Credit chains and bankruptcy propagation in production networks ⋮ A law of large numbers and central limit theorem for the logarithm of an autoregressive process with a stationary driving sequence ⋮ Power-law behaviour, heterogeneity, and trend chasing ⋮ On tails of fixed points of the smoothing transform in the boundary case ⋮ Random matrix products when the top Lyapunov exponent is simple ⋮ Tail index estimation for dependent data ⋮ Perpetuities with thin tails revisited ⋮ Stochastic finite element analysis of two-dimensional eddy current problems ⋮ Fokker-Planck equation of distributions of financial returns and power laws ⋮ Explicit stationary distributions for compositions of random functions and products of random matrices ⋮ Infinite products in a Banach algebra ⋮ On an autoregressive process driven by a sequence of Gaussian cylindrical random variables ⋮ Unnamed Item ⋮ MATRIX EQUATION OF HEAT FLOW IN RANDOM CONDITIONS ⋮ Recurrence and ergodicity of random walks on linear groups and on homogeneous spaces ⋮ THE NETWORK OF INTER-REGIONAL DIRECT INVESTMENT STOCKS ACROSS EUROPE ⋮ Implicit Renewal Theory and Power Tails on Trees ⋮ Distributional properties of solutions of dVt = Vt-dUt + dLt with Lévy noise ⋮ Tail behaviour of stationary solutions of random difference equations: the case of regular matrices ⋮ On stochastic difference equations in insurance ruin theory ⋮ Auto-tail Dependence Coefficients for Stationary Solutions of Linear Stochastic Recurrence Equations and for GARCH(1,1) ⋮ Fourier decay, renewal theorem and spectral gaps for random walks on split semisimple Lie groups ⋮ The fixed points of the multivariate smoothing transform ⋮ The limiting distribution of extremal exchange rate returns ⋮ Spectral expansions of non-self-adjoint generalized Laguerre semigroups ⋮ Multitype branching processes in random environment ⋮ Long-run growth rate in a random multiplicative model ⋮ Distribution tails of a history-dependent random linear recursion ⋮ On the foundations of multivariate heavy-tail analysis ⋮ Poisson boundary for finitely generated groups of rational affinities ⋮ Limit theory for a general class of GARCH models with just barely infinite variance ⋮ Optimal transportation and stationary measures for iterated function systems ⋮ On multidimensional Mandelbrot cascades ⋮ Unnamed Item ⋮ Tail indices for \(AX+B\) recursion with triangular matrices ⋮ A phase transition for large values of bifurcating autoregressive models ⋮ On the Kesten–Goldie constant ⋮ Moderate deviations and local limit theorems for the coefficients of random walks on the general linear group ⋮ Continuous dependence in a problem of convergence of random iteration ⋮ Random iteration with place dependent probabilities ⋮ Componentwise different tail solutions for bivariate stochastic recurrence equations with application to ${\rm GARCH}(1,1)$ processes ⋮ SCALING LAWS IN THE MACROECONOMY ⋮ RISK-SEEKING VERSUS RISK-AVOIDING INVESTMENTS IN NOISY PERIODIC ENVIRONMENTS ⋮ Stabilization of cycles with stochastic prediction-based and target-oriented control ⋮ One-dimensional linear recursions with Markov-dependent coefficients ⋮ Stochastic control stabilizing unstable or chaotic maps ⋮ Large Deviations for Point Processes Based on Stationary Sequences with Heavy Tails ⋮ Condensation in the inhomogeneous zero-range process: an interplay between interaction and diffusion disorder ⋮ Dynamics of Ising models near zero temperature: real-space renormalization approach ⋮ Dynamical barriers for the random ferromagnetic Ising model on the Cayley tree: traveling-wave solution of the real space renormalization flow ⋮ Dynamical barriers of pure and random ferromagnetic Ising models on fractal lattices ⋮ Star junctions and watermelons of pure or random quantum Ising chains: finite-size properties of the energy gap at criticality ⋮ Random transverse field spin-glass model on the Cayley tree: phase transition between the two many-body-localized phases ⋮ On invariant measures of stochastic recursions in a critical case ⋮ Rates of convergence of a transient diffusion in a spectrally negative Lévy potential ⋮ The Beta Product Distribution with Complex Parameters ⋮ Fractional Moments of Solutions to Stochastic Recurrence Equations ⋮ \(\mathrm{GARCH}(1,1)\) process can have arbitrarily heavy power tails ⋮ Almost sure asymptotic stability analysis of the θ-Maruyama method applied to a test system with stabilising and destabilising stochastic perturbations ⋮ Properties of a simple bilinear stochastic model: Estimation and predictability ⋮ DISTRIBUTIONAL AND LOCAL LIMIT LAWS FOR A CLASS OF ITERATED MAPS THAT CONTRACT ON AVERAGE ⋮ Elementary fixed points of the BRW smoothing transforms with infinite number of summands ⋮ Tail behavior of a threshold autoregressive stochastic volatility model ⋮ The Poisson boundary of random rational affinities ⋮ Joint exceedances of the ARCH process ⋮ Tail asymptotics for exponential functionals of Lévy processes ⋮ Multifractality of the Feigenbaum attractor and fractional derivatives ⋮ Functional large deviations for multivariate regularly varying random walks ⋮ Fonctions de concentration sur certains groupes localement compacts ⋮ Implicit renewal theory in the arithmetic case ⋮ On perpetuities with gamma-like tails ⋮ ADAPTIVE INVESTMENT STRATEGIES FOR PERIODIC ENVIRONMENTS ⋮ The extremogram and the cross-extremogram for a bivariate GARCH(1, 1) process ⋮ Iterated random functions and regularly varying tails ⋮ On Tails of Perpetuities ⋮ On functional limits of short- and long-memory linear processes with GARCH(1,1) noises ⋮ Extremal behavior of recurrent random sequences ⋮ Regular Variation and Extremal Dependence of GARCH Residuals with Application to Market Risk Measures ⋮ TARGETING ESTIMATION OF CCC-GARCH MODELS WITH INFINITE FOURTH MOMENTS ⋮ Interplay of insurance and financial risks in a discrete-time model with strongly regular variation ⋮ Random iteration and Markov operators ⋮ Information ranking and power laws on trees ⋮ Discrete sums of geometric Brownian motions, annuities and Asian options ⋮ On an independent and identically distributed mixture bilinear time-series model ⋮ Spectral analysis of stochastic recurrence systems of growing dimension under G-condition. Canonical equation K 91 ⋮ Importance sampling of heavy-tailed iterated random functions ⋮ Inference of Markov models from trajectories via large deviations at level 2.5 with applications to random walks in disordered media ⋮ Alignment statistics of rods with the Lagrangian stretching direction in a channel flow ⋮ Instability and stability of solutions of systems of nonlinear stochastic difference equations with diagonal noise ⋮ Anomalous transport in disordered exclusion processes with coupled particles ⋮ Divergent Perpetuities Modulated by Regime Switches ⋮ A DYNAMICAL APPROACH TO STOCK MARKET FLUCTUATIONS ⋮ Affine stochastic equation with triangular matrices ⋮ Recurrent extensions of self-similar Markov processes and Cramér's condition ⋮ Quasistochastic matrices and Markov renewal theory ⋮ Higher order asymptotics for large deviations – Part I ⋮ Lévy integrals and the stationarity of generalised Ornstein-Uhlenbeck processes ⋮ Markov tail chains ⋮ Least tail-trimmed squares for infinite variance autoregressions ⋮ Asymptotic Behavior of Poisson Kernels on NA Groups ⋮ Large deviations and ruin probabilities for solutions to stochastic recurrence equations with heavy-tailed innovations ⋮ Random coefficient autoregressive processes and the PUCK model with fluctuating potential ⋮ Large deviations for the density and current in non-equilibrium-steady-states on disordered rings ⋮ Drift-diffusion on a Cayley tree with stochastic resetting: the localization–delocalization transition ⋮ NONSTATIONARY LINEAR PROCESSES WITH INFINITE VARIANCE GARCH ERRORS ⋮ On the finiteness and tails of perpetuities under a Lamperti–Kiu MAP ⋮ Precise Tail Index of Fixed Points of the Two-Sided Smoothing Transform ⋮ Langevin Process Reflected on a Partially Elastic Boundary II ⋮ On a Mixture GARCH Time-Series Model ⋮ On the quasi-likelihood estimation for random coefficient autoregressions ⋮ Two stock options at the races: Black–Scholes forecasts ⋮ Noisy prediction-based control leading to stability switch ⋮ Pareto extrapolation: An analytical framework for studying tail inequality ⋮ Approximations for the distribution of perpetuities with small discount rates ⋮ Active particle in a harmonic trap driven by a resetting noise: an approach via Kesten variables ⋮ ENDOGENOUS SOCIAL NETWORKS AND INEQUALITY IN AN INTERGENERATIONAL SETTING ⋮ Continuous dependence of the weak limit of iterates of some random-valued vector functions ⋮ Asymptotically linear iterated function systems on the real line ⋮ Large deviation expansions for the coefficients of random walks on the general linear group ⋮ A simple theory of Pareto-distributed earnings ⋮ Sample-path large deviations for a class of heavy-tailed Markov-additive processes ⋮ Rank test of unit‐root hypothesis with AR‐GARCH errors ⋮ Asymptotic independence ex machina: Extreme value theory for the diagonal SRE model ⋮ Exponential control of the trajectories of iterated function systems with application to semi-strong GARCH models ⋮ Improved estimators of tail index and extreme quantiles under dependence serials ⋮ Some variations on the extremal index ⋮ From Imitation to Innovation: Where Is All That Chinese R&D Going? ⋮ Determination of Pareto Exponents in Economic Models Driven by Markov Multiplicative Processes ⋮ On a modified version of the Lindley recursion ⋮ Stationary probability measures on projective spaces 1: block-Lyapunov dominated systems ⋮ Multitype branching processes with immigration in random environment, and polling systems ⋮ Extreme Value Theory as a Risk Management Tool ⋮ Convergence of two-dimensional branching recursions ⋮ Linear stochastic equations in the critical case ⋮ The Kalman-Lévy filter ⋮ From rational bubbles to crashes ⋮ Power laws of wealth, market order volumes and market returns ⋮ Perpetuities and asymptotic change-point analysis ⋮ Tail of a linear diffusion with Markov switching ⋮ Tail of the stationary solution of the stochastic equation \(Y_{n+1}=a_{n} Y_{n}+b_{n}\) with Markovian coefficients ⋮ Tail of the stationary solution of the stochastic equation \(Y_{n+1}=a_{n} Y_{n}+b_{n}\) with Markovian coefficients ⋮ Almost sure convergence of solutions to non-homogeneous stochastic difference equation ⋮ Tail of a linear diffusion with Markov switching ⋮ Large deviations for Markov processes with stochastic resetting: analysis via the empirical density and flows or via excursions between resets ⋮ Inference for the tail index of a GARCH(1,1) model and an AR(1) model with ARCH(1) errors ⋮ Size distributions reconsidered ⋮ Robust inference in conditionally heteroskedastic autoregressions ⋮ An application of risk theory to mortgage lending ⋮ On supercritical branching processes with emigration ⋮ Matrix Kesten recursion, inverse-Wishart ensemble and fermions in a Morse potential
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Renewal theory for functionals of a Markov chain with general state space
- Models for cultural inheritance. I: Group mean and within group variation
- Limit laws of a sequence determined by a random difference equation governing a one-compartment system
- Representations of tensor algebras as quotients of group algebras
- Products of Random Matrices
- Additional Limit Theorems for Indecomposable Multidimensional Galton-Watson Processes
- Random walks in a random environment