Pages that link to "Item:Q297434"
From MaRDI portal
The following pages link to Spectral gap properties for linear random walks and Pareto's asymptotics for affine stochastic recursions (Q297434):
Displaying 31 items.
- A simple proof of heavy tail estimates for affine type Lipschitz recursions (Q730355) (← links)
- Random matrix products when the top Lyapunov exponent is simple (Q783728) (← links)
- Decrease of Fourier coefficients of stationary measures (Q1627777) (← links)
- The tail process revisited (Q1633433) (← links)
- Large excursions and conditioned laws for recursive sequences generated by random matrices (Q1660628) (← links)
- Discrepancy skew products and affine random walks (Q1678501) (← links)
- Convergence to stable laws for multidimensional stochastic recursions: the case of regular matrices (Q1949212) (← links)
- Fourier transform of self-affine measures (Q2006073) (← links)
- A zero-one law for invariant measures and a local limit theorem for coefficients of random walks on the general linear group (Q2080812) (← links)
- Importance sampling for maxima on trees (Q2132531) (← links)
- Berry-Esseen bound and precise moderate deviations for products of random matrices (Q2135438) (← links)
- Tails of bivariate stochastic recurrence equation with triangular matrices (Q2145773) (← links)
- Precise large deviation asymptotics for products of random matrices (Q2196366) (← links)
- Berry-Esseen bounds and moderate deviations for random walks on \(\mathrm{GL}_d(\mathbb{R})\) (Q2239260) (← links)
- Invariant measure for quantum trajectories (Q2416552) (← links)
- Large deviation principle for random matrix products (Q2421817) (← links)
- Tail indices for \(AX+B\) recursion with triangular matrices (Q2664524) (← links)
- Moderate deviations and local limit theorems for the coefficients of random walks on the general linear group (Q2689893) (← links)
- Some asymptotic properties of random walks on homogeneous spaces (Q2699499) (← links)
- On the Kesten–Goldie constant (Q2964238) (← links)
- Componentwise different tail solutions for bivariate stochastic recurrence equations with application to ${\rm GARCH}(1,1)$ processes (Q4614245) (← links)
- Higher order asymptotics for large deviations – Part I (Q4999982) (← links)
- Fourier decay, renewal theorem and spectral gaps for random walks on split semisimple Lie groups (Q5056681) (← links)
- CHARACTERIZATION OF THE TAIL BEHAVIOR OF A CLASS OF BEKK PROCESSES: A STOCHASTIC RECURRENCE EQUATION APPROACH (Q5065457) (← links)
- On the limit theory of the Gaussian SQMLE in the EGARCH(1,1) model (Q5111848) (← links)
- Affine stochastic equation with triangular matrices (Q5243411) (← links)
- Decay of Fourier coefficients for Furstenberg measures (Q6093516) (← links)
- Asymptotically linear iterated function systems on the real line (Q6103966) (← links)
- Large deviation expansions for the coefficients of random walks on the general linear group (Q6116325) (← links)
- Stationary probability measures on projective spaces 1: block-Lyapunov dominated systems (Q6198265) (← links)
- Winding of geodesic rays chosen by a harmonic measure (Q6624766) (← links)