Pages that link to "Item:Q662826"
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The following pages link to Heavy tail phenomenon and convergence to stable laws for iterated Lipschitz maps (Q662826):
Displaying 29 items.
- A large deviations approach to limit theory for heavy-tailed time series (Q328780) (← links)
- Precise large deviations for dependent regularly varying sequences (Q365720) (← links)
- Asymptotics of stationary solutions of multivariate stochastic recursions with heavy tailed inputs and related limit theorems (Q655316) (← links)
- A simple proof of heavy tail estimates for affine type Lipschitz recursions (Q730355) (← links)
- On the recurrence set of planar Markov random walks (Q742108) (← links)
- On the stationary tail index of iterated random Lipschitz functions (Q898406) (← links)
- The wealth distribution in Bewley economies with capital income risk (Q900439) (← links)
- Iterated random functions and slowly varying tails (Q901296) (← links)
- Large excursions and conditioned laws for recursive sequences generated by random matrices (Q1660628) (← links)
- On the asymptotic behavior of the Diaconis-Freedman chain on \([0, 1]\) (Q1726759) (← links)
- Convergence to stable laws for multidimensional stochastic recursions: the case of regular matrices (Q1949212) (← links)
- Stable laws and spectral gap properties for affine random walks (Q2261602) (← links)
- Stochastic recursions: between Kesten's and Grincevičius-Grey's assumptions (Q2301497) (← links)
- A Becker-Tomes model with investment risk (Q2323620) (← links)
- On unbounded invariant measures of stochastic dynamical systems (Q2352759) (← links)
- An impossibility theorem for wealth in heterogeneous-agent models with limited heterogeneity (Q2419589) (← links)
- Tail estimates for stochastic fixed point equations via nonlinear renewal theory (Q2447717) (← links)
- On functional limits of short- and long-memory linear processes with GARCH(1,1) noises (Q2512843) (← links)
- The Smoothing Transform: A Review of Contraction Results (Q2863577) (← links)
- On the Kesten–Goldie constant (Q2964238) (← links)
- Iterated random functions and regularly varying tails (Q4689895) (← links)
- On the asymptotic behavior of the Diaconis–Freedman chain in a multi-dimensional simplex (Q5087004) (← links)
- Random iteration with place dependent probabilities (Q5122742) (← links)
- Markov tail chains (Q5176525) (← links)
- Importance sampling of heavy-tailed iterated random functions (Q5215026) (← links)
- Affine stochastic equation with triangular matrices (Q5243411) (← links)
- Pareto extrapolation: An analytical framework for studying tail inequality (Q6067212) (← links)
- Asymptotically linear iterated function systems on the real line (Q6103966) (← links)
- Left and right: a tale of two tails of the wealth distribution (Q6657667) (← links)
