Large deviation tail estimates and related limit laws for stochastic fixed point equations

DOI10.1007/978-3-642-38806-4_5zbMATH Open1280.60040OpenAlexW59307181MaRDI QIDQ2863573FDOQ2863573

Authors: Jeffrey F. Collamore, Anand N. Vidyashankar 

Publication date: 22 November 2013

Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL: https://curis.ku.dk/portal/da/publications/large-deviation-tail-estimates-and-related-limit-laws-for-stochastic-fixed-point-equations(41ec4468-a87f-463b-95d7-ce40289a42e5).html

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zbMATH Keywords

exceedance probabilitystochastic fixed point equationforward and backward recursionsprecise tail asymptotics

Mathematics Subject Classification ID

Large deviations (60F10) Central limit and other weak theorems (60F05) Discrete-time Markov processes on general state spaces (60J05) Random operators and equations (aspects of stochastic analysis) (60H25)

Cited In (5)

• Rare event simulation for processes generated via stochastic fixed point equations
• On the stationary tail index of iterated random Lipschitz functions
• Large excursions and conditioned laws for recursive sequences generated by random matrices
• Title not available (Why is that?)
• The Smoothing Transform: A Review of Contraction Results

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