On the Kesten-Goldie constant
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Publication:2964238
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Cites work
- A multiplicative ergodic theorem for Lipschitz maps
- A probabilistic representation of constants in Kesten's renewal theorem
- Asymptotics of stationary solutions of multivariate stochastic recursions with heavy tailed inputs and related limit theorems
- Central limit theorems for iterated random Lipschitz mappings.
- Heavy tail phenomenon and convergence to stable laws for iterated Lipschitz maps
- Implicit renewal theory and tails of solutions of random equations
- Iterated Random Functions
- Limit distributions for multitype branching processes of \(m\)-ary search trees
- On a stochastic difference equation and a representation of non–negative infinitely divisible random variables
- On the homogeneity at infinity of the stationary probability for an affine random walk
- On the stationary tail index of iterated random Lipschitz functions
- On unbounded invariant measures of stochastic dynamical systems
- One limit distribution for a random walk on the line
- Products of Random Matrices
- Random difference equations and renewal theory for products of random matrices
- Rare event simulation for processes generated via stochastic fixed point equations
- Solutions to complex smoothing equations
- Spectral gap properties for linear random walks and Pareto's asymptotics for affine stochastic recursions
- Stable limits for sums of dependent infinite variance random variables
- Stochastic Models with Power-Law Tails
- Tail behaviour of stationary solutions of random difference equations: the case of regular matrices
- Tail estimates for stochastic fixed point equations via nonlinear renewal theory
- Tail-homogeneity of stationary measures for some multidimensional stochastic recursions
- The random difference equation \(X_ n = A_ n X_{n-1} + B_ n\) in the critical case
- The tail of the stationary distribution of a random coefficient \(\text{AR}(q)\) model.
Cited in
(7)- On Gol'dberg's constant A₂
- 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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