Pages that link to "Item:Q1157834"
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The following pages link to Products of random affine transformations (Q1157834):
Displayed 13 items.
- Heavy tail phenomenon and convergence to stable laws for iterated Lipschitz maps (Q662826) (← links)
- Convergence to stable laws for a class of multidimensional stochastic recursions (Q707599) (← links)
- On distributional properties of perpetuities (Q842395) (← links)
- Regular variation of order 1 nonlinear AR-ARCH models (Q886112) (← links)
- On the stationary tail index of iterated random Lipschitz functions (Q898406) (← links)
- Fluctuation theory for Markov random walks (Q1800502) (← links)
- Conditions for convergence of random coefficient \(\mathrm{AR}(1)\) processes and perpetuities in higher dimensions (Q2448719) (← links)
- One-dimensional linear recursions with Markov-dependent coefficients (Q2455056) (← links)
- Distributional properties of solutions of d<i>V</i><sub><i>t</i></sub> = <i>V</i><sub><i>t</i>-</sub>d<i>U</i><sub><i>t</i></sub> + d<i>L</i><sub><i>t</i></sub> with Lévy noise (Q3173001) (← links)
- Stability of nonlinear stochastic recursions with application to nonlinear AR-GARCH models (Q3590747) (← links)
- Tail of the stationary solution of the stochastic equation \(Y_{n+1}=a_{n} Y_{n}+b_{n}\) with Markovian coefficients (Q5916119) (← links)
- Tail of the stationary solution of the stochastic equation \(Y_{n+1}=a_{n} Y_{n}+b_{n}\) with Markovian coefficients (Q5921699) (← links)
- Tail of a linear diffusion with Markov switching (Q5970344) (← links)