Pointwise estimates for first passage times of perpetuity sequences

Author:

Buraczewski D.,Damek E.,Zienkiewicz J.

Funder

NCN

Publisher

Elsevier BV

Subject

Applied Mathematics,Modelling and Simulation,Statistics and Probability

Reference22 articles.

1. On tails of fixed points of the smoothing transform in the boundary case;Buraczewski;Stochastic Process. Appl.,2009

2. Large deviation estimates for exceedance times of perpetuity sequences and their dual processes;Buraczewski;Ann. Probab.,2016

3. A simple proof of heavy tail estimates for affine type Lipschitz recursions;Buraczewski;Stochastic Process. Appl.,2017

4. Stochastic Models with Power-Law Tails: The Equation X=AX+B;Buraczewski,2016

5. Large deviations for solutions to stochastic recurrence equations under Kesten’s condition;Buraczewski;Ann. Probab.,2013

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1. Precise large deviation estimates for branching process in random environment;Annales de l'Institut Henri Poincaré, Probabilités et Statistiques;2022-08-01

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3. Precise large deviations for the first passage time of a random walk with negative drift;Proceedings of the American Mathematical Society;2019-05-29

4. Large deviation estimates for branching random walks;ESAIM: Probability and Statistics;2019

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