Tail-homogeneity of stationary measures for some multidimensional stochastic recursions
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Cites work
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- Asymptotic Behavior of Poisson Kernels on NA Groups
- Asymptotic behavior of the invariant measure for a diffusion related to an NA group
- Convergence to stable laws for a class of multidimensional stochastic recursions
- Hardy Spaces on Homogeneous Groups. (MN-28), Volume 28
- Heavy tail properties of stationary solutions of multidimensional stochastic recursions
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- scientific article; zbMATH DE number 1115695 (Why is no real title available?)
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- scientific article; zbMATH DE number 3223982 (Why is no real title available?)
- Implicit renewal theory and tails of solutions of random equations
- Iterated Random Functions
- On a stochastic difference equation and a representation of non–negative infinitely divisible random variables
- On homogeneous manifolds of negative curvature
- On spectral properties of a family of transfer operators and convergence to stable laws for affine random walks
- One limit distribution for a random walk on the line
- Random difference equations and renewal theory for products of random matrices
- Regular variation in the tail behaviour of solutions of random difference equations
- Singular behaviour of certain infinite products of random 2 × 2 matrices
- The tail of the stationary distribution of a random coefficient \(\text{AR}(q)\) model.
Cited in
(36)- Convergence to stable laws for multidimensional stochastic recursions: the case of regular matrices
- Fluctuations of Biggins' martingales at complex parameters
- On the Rajchman property for self-similar measures on \(\mathbb{R}^d\)
- Tails of bivariate stochastic recurrence equation with triangular matrices
- The cluster index of regularly varying sequences with applications to limit theory for functions of multivariate Markov chains
- Two-sided bounds for \(L_p\)-norms of combinations of products of independent random variables
- Stable laws and spectral gap properties for affine random walks
- Stochastic recursions: between Kesten's and Grincevičius-Grey's assumptions
- Solutions to complex smoothing equations
- Heavy tailed solutions of multivariate smoothing transforms
- Measures of serial extremal dependence and their estimation
- Tail estimates for stochastic fixed point equations via nonlinear renewal theory
- On invariant measures of stochastic recursions in a critical case
- On the rate of convergence in the Kesten renewal theorem
- Tail indices for \(AX+B\) recursion with triangular matrices
- Homogeneity at infinity of stationary solutions of multivariate affine stochastic recursions
- Precise tail index of fixed points of the two-sided smoothing transform
- Tail behaviour of stationary solutions of random difference equations: the case of regular matrices
- On the Kesten-Goldie constant
- Tail homogeneity of invariant measures of multidimensional stochastic recursions in a critical case
- Componentwise different tail solutions for bivariate stochastic recurrence equations with application to \(\text{GARCH}(1,1)\) processes
- Characterization of the tail behavior of a class of BEKK processes: a stochastic recurrence equation approach
- Markov tail chains
- Affine stochastic equation with triangular matrices
- Quasistochastic matrices and Markov renewal theory
- Heavy tail properties of stationary solutions of multidimensional stochastic recursions
- Linear stochastic equations in the critical case
- Asymptotic independence ex machina: Extreme value theory for the diagonal SRE model
- Asymptotics of stationary solutions of multivariate stochastic recursions with heavy tailed inputs and related limit theorems
- Heavy tail phenomenon and convergence to stable laws for iterated Lipschitz maps
- Stochastic difference equation with diagonal matrices
- Convergence to stable laws for a class of multidimensional stochastic recursions
- On the tail behavior of a class of multivariate conditionally heteroskedastic processes
- A simple proof of heavy tail estimates for affine type Lipschitz recursions
- Title not available (Why is no real title available?)
- Stationary random measures on homogeneous spaces
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