UB Paderborn / Katalog / Suche / in CDI

Stochastic Models with Power-Law Tails: The Equation X = AX + B

1, 2016

Volltextzugriff (PDF)

Entire solutions to sublinear elliptic problems on harmonic NA groups and Euclidean spaces

Annali di matematica pura ed applicata, 2021-02, Vol.200 (1), p.67-80

2021

Volltextzugriff (PDF)

Sublinear elliptic problems under radiality. Harmonic NA groups and Euclidean spaces

Forum mathematicum, 2019-07, Vol.31 (4), p.1007-1026

2019

Volltextzugriff (PDF)

Tail-homogeneity of stationary measures for some multidimensional stochastic recursions

Probability theory and related fields, 2009-11, Vol.145 (3-4), p.385-420, Article 385

2009

Volltextzugriff (PDF)

Tails of bivariate stochastic recurrence equation with triangular matrices

Stochastic processes and their applications, 2022-08, Vol.150, p.147-191

2022

Volltextzugriff (PDF)

Convergence to stable laws for a class of multidimensional stochastic recursions

Probability theory and related fields, 2010-11, Vol.148 (3-4), p.333-402

2010

Volltextzugriff (PDF)

A simple proof of heavy tail estimates for affine type Lipschitz recursions

Stochastic processes and their applications, 2017-02, Vol.127 (2), p.657-668

2017

Volltextzugriff (PDF)

Iterated random functions and regularly varying tails

Journal of difference equations and applications, 2018-09, Vol.24 (9), p.1503-1520

2018

Volltextzugriff (PDF)

Absolute continuity of complex martingales and of solutions to complex smoothing equations

Electronic communications in probability, 2018-01, Vol.23 (none)

2018

Volltextzugriff (PDF)

Stochastic recursions: Between Kesten’s and Grincevičius–Grey’s assumptions

Stochastic processes and their applications, 2020-03, Vol.130 (3), p.1792-1819

2020

Volltextzugriff (PDF)

Eigenfunctions of the Laplace–Beltrami Operator on Harmonic NA Groups

The Journal of geometric analysis, 2016-07, Vol.26 (3), p.1913-1924

2016

Volltextzugriff (PDF)

Regular behavior at infinity of stationary measures of stochastic recursion on NA groups

Colloquium mathematicum, 2010, Vol.118 (2), p.499-523

2010

Volltextzugriff (PDF)

Eigenfunctions of the Laplace–Beltrami Operator on Harmonic $$NA$$ N A Groups

The Journal of geometric analysis, 2016-07, Vol.26 (3), p.1913-1924

2016

Volltextzugriff (PDF)

Absolute continuity of the martingale limit in branching processes in random environment

Electronic communications in probability, 2019-01, Vol.24 (none)

2019

Volltextzugriff (PDF)

What can we do to support the applied mathematics in Poland?

Mathematica Applicanda, 2014-10, Vol.42 (3)

Damek, Ewa

2014

Volltextzugriff (PDF)

On multidimensional Mandelbrot cascades

Journal of difference equations and applications, 2014-11, Vol.20 (11), p.1523-1567

2014

Volltextzugriff (PDF)

A renewal theorem and supremum of a perturbed random walk

Electronic communications in probability, 2018-01, Vol.23 (none)

2018

Volltextzugriff (PDF)

LARGE DEVIATION ESTIMATES FOR EXCEEDANCE TIMES OF PERPETUITY SEQUENCES AND THEIR DUAL PROCESSES

The Annals of probability, 2016-11, Vol.44 (6), p.3688-3739

2016

Volltextzugriff (PDF)

Componentwise different tail solutions for bivariate stochastic recurrence equations with application to ${\rm GARCH}(1,1)$ processes

Colloquium mathematicum, 2019, Vol.155 (2), p.227-254

2019

Volltextzugriff (PDF)

On the rate of convergence in the Kesten renewal theorem

Electronic journal of probability, 2015, Vol.20 (none)

2015

Volltextzugriff (PDF)

Asymptotics of stationary solutions of multivariate stochastic recursions with heavy tailed inputs and related limit theorems

Stochastic processes and their applications, 2012, Vol.122 (1), p.42-67

2012

Volltextzugriff (PDF)

Heavy tailed solutions of multivariate smoothing transforms

Stochastic processes and their applications, 2013-06, Vol.123 (6), p.1947-1986

2013

Volltextzugriff (PDF)

Two-sided bounds for L p -norms of combinations of products of independent random variables

Stochastic processes and their applications, 2015-04, Vol.125 (4), p.1688-1713

2015

Volltextzugriff (PDF)

General inverse problems for regular variation

Journal of applied probability, 2014-12, Vol.51 (A), p.229-248

2014

Volltextzugriff (PDF)

General inverse problems for regular variation

Journal of applied probability, 2014-12, Vol.51 (A), p.229-248

2014

Volltextzugriff (PDF)

Menü

Weitere Dienste

Einstellungen

Stochastic Models with Power-Law Tails: The Equation X = AX + B

Entire solutions to sublinear elliptic problems on harmonic NA groups and Euclidean spaces

Sublinear elliptic problems under radiality. Harmonic NA groups and Euclidean spaces

Tail-homogeneity of stationary measures for some multidimensional stochastic recursions

Tails of bivariate stochastic recurrence equation with triangular matrices

Convergence to stable laws for a class of multidimensional stochastic recursions

A simple proof of heavy tail estimates for affine type Lipschitz recursions

Iterated random functions and regularly varying tails

Absolute continuity of complex martingales and of solutions to complex smoothing equations

Stochastic recursions: Between Kesten’s and Grincevičius–Grey’s assumptions

Eigenfunctions of the Laplace–Beltrami Operator on Harmonic NA Groups

Regular behavior at infinity of stationary measures of stochastic recursion on NA groups

Eigenfunctions of the Laplace–Beltrami Operator on Harmonic $$NA$$ N A Groups

Absolute continuity of the martingale limit in branching processes in random environment

What can we do to support the applied mathematics in Poland?

On multidimensional Mandelbrot cascades

A renewal theorem and supremum of a perturbed random walk

LARGE DEVIATION ESTIMATES FOR EXCEEDANCE TIMES OF PERPETUITY SEQUENCES AND THEIR DUAL PROCESSES

Componentwise different tail solutions for bivariate stochastic recurrence equations with application to ${\rm GARCH}(1,1)$ processes

On the rate of convergence in the Kesten renewal theorem

Asymptotics of stationary solutions of multivariate stochastic recursions with heavy tailed inputs and related limit theorems

Heavy tailed solutions of multivariate smoothing transforms

Two-sided bounds for L p -norms of combinations of products of independent random variables

General inverse problems for regular variation

General inverse problems for regular variation

Suchergebnisse filtern