On the Kesten-Goldie constant
DOI10.1080/10236198.2016.1234613zbMATH Open1387.39011OpenAlexW2519067391MaRDI QIDQ2964238FDOQ2964238
Authors: Dariusz Buraczewski, Ewa Damek, J. Zienkiewicz 
Publication date: 23 February 2017
Published in: Journal of Difference Equations and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10236198.2016.1234613
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random difference equationaffine recursioniterated functions systemLipschitz recursionKesten-Goldie constant
Generation, random and stochastic difference and differential equations (37H10) Stochastic difference equations (39A50)
Cites Work
- Random difference equations and renewal theory for products of random matrices
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- Products of Random Matrices
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- Stable limits for sums of dependent infinite variance random variables
- The random difference equation \(X_ n = A_ n X_{n-1} + B_ n\) in the critical case
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- On unbounded invariant measures of stochastic dynamical systems
- One limit distribution for a random walk on the line
- Stochastic Models with Power-Law Tails
- Tail behaviour of stationary solutions of random difference equations: the case of regular matrices
- Asymptotics of stationary solutions of multivariate stochastic recursions with heavy tailed inputs and related limit theorems
- Tail estimates for stochastic fixed point equations via nonlinear renewal theory
- On the homogeneity at infinity of the stationary probability for an affine random walk
- On the stationary tail index of iterated random Lipschitz functions
- Limit distributions for multitype branching processes of \(m\)-ary search trees
- Solutions to complex smoothing equations
Cited In (7)
- On Gol'dberg's constant \(A_2\)
- Two-sided bounds for \(L_p\)-norms of combinations of products of independent random variables
- Tails of bivariate stochastic recurrence equation with triangular matrices
- Large excursions and conditioned laws for recursive sequences generated by random matrices
- A note on the Kesten-Grincevičius-Goldie theorem
- Glaisher–Kinkelin constant
- On Gamelin constants
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