Tail-homogeneity of stationary measures for some multidimensional stochastic recursions
Year of publication: |
2009
|
---|---|
Authors: | Buraczewski, Dariusz ; Damek, Ewa ; Guivarc'h, Yves ; Hulanicki, Andrzej ; Urban, Roman |
Published in: |
Probability theory and related fields : continuation of Zeitschrift für Wahrscheinlichkeitstheorie. - Berlin : Springer, ISSN 0178-8051, ZDB-ID 165783-5. - Vol. 145.2009, 3/4, p. 385-420
|
Subject: | Theorie | Theory | Stochastischer Prozess | Stochastic process | Messung | Measurement |
-
Measuring risk in complex stochastic systems
Franke, Jürgen, (2000)
-
On measurability in stochastic programming
Eberl, Walther, (1985)
-
A process-reconstruction analysis of market fluctuations
Mendes, Rui Vilela, (2002)
- More ...
-
Convergence to stable laws for a class of multidimensional stochastic recursions
Buraczewski, Dariusz, (2010)
-
Heavy tailed solutions of multivariate smoothing transforms
Buraczewski, Dariusz, (2013)
-
Two-sided bounds for Lp-norms of combinations of products of independent random variables
Damek, Ewa, (2015)
- More ...