On perpetuities with light tails
Fuente:
arXiv
Saved in:
| Main Author: | Kołodziejek, Bartosz |
|---|---|
| Format: | Preprint |
| Published: |
2017
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
On the empirical spectral distribution of matrix perpetuities
by: Kołodziejek, Bartosz, et al.
Published: (2026)
by: Kołodziejek, Bartosz, et al.
Published: (2026)
Perpetuities with light tails and the local dependence measure
by: Bihan, Julia Le, et al.
Published: (2025)
by: Bihan, Julia Le, et al.
Published: (2025)
A regularized Kellerer theorem in arbitrary dimension
by: Pammer, Gudmund, et al.
Published: (2022)
by: Pammer, Gudmund, et al.
Published: (2022)
Graphical Negative Multinomial and Multinomial Models with Dirichlet-type priors
by: Danielewska, Iza, et al.
Published: (2023)
by: Danielewska, Iza, et al.
Published: (2023)
Random Gamma time
by: Szulga, Jerzy
Published: (2024)
by: Szulga, Jerzy
Published: (2024)
Stochastic Calculus via Stopping Derivatives
by: Simpson, Alex
Published: (2025)
by: Simpson, Alex
Published: (2025)
Improper Poisson integral of the sinc function
by: Szulga, Jerzy
Published: (2025)
by: Szulga, Jerzy
Published: (2025)
On the implicit regularization of Langevin dynamics with projected noise
by: Menon, Govind, et al.
Published: (2026)
by: Menon, Govind, et al.
Published: (2026)
Free Perpetuities I: Existence, Subordination and Tail Asymptotics
by: Belinschi, Serban, et al.
Published: (2025)
by: Belinschi, Serban, et al.
Published: (2025)
Power-fractional distributions and branching processes
by: Alsmeyer, Gerold, et al.
Published: (2025)
by: Alsmeyer, Gerold, et al.
Published: (2025)
Fast random sampling and small noise analysis for stochastic control models
by: Iyer, Sarvesh Ravichandran, et al.
Published: (2026)
by: Iyer, Sarvesh Ravichandran, et al.
Published: (2026)
On Asymptotic Behavior of Extinction Moment of Critical Bisexual Branching Process in Random Environment
by: Zhiyanov, A. P., et al.
Published: (2024)
by: Zhiyanov, A. P., et al.
Published: (2024)
Many-server asymptotics for Join-the-Shortest Queue in the Super-Halfin-Whitt Scaling Window
by: Zhao, Zhisheng, et al.
Published: (2021)
by: Zhao, Zhisheng, et al.
Published: (2021)
Data-Driven Dynamic Factor Modeling via Manifold Learning
by: Baker, Graeme, et al.
Published: (2025)
by: Baker, Graeme, et al.
Published: (2025)
On Policy Evaluation Algorithms in Distributional Reinforcement Learning
by: Gerstenberg, Julian, et al.
Published: (2024)
by: Gerstenberg, Julian, et al.
Published: (2024)
The doubly asymmetric simple exclusion process, the colored Boolean process, and the restricted random growth model
by: Jiang, Yuhan
Published: (2023)
by: Jiang, Yuhan
Published: (2023)
Small noise asymptotics for a class of jump-diffusions with heavy tails for large times
by: Anugu, Sumith Reddy, et al.
Published: (2026)
by: Anugu, Sumith Reddy, et al.
Published: (2026)
On the large-time behaviour of affine Volterra processes
by: Jacquier, Antoine, et al.
Published: (2022)
by: Jacquier, Antoine, et al.
Published: (2022)
Diffusion approximation error for queueing systems with general primitives
by: Braverman, Anton, et al.
Published: (2024)
by: Braverman, Anton, et al.
Published: (2024)
Stein's method for models with general clocks: A tutorial
by: Braverman, Anton, et al.
Published: (2025)
by: Braverman, Anton, et al.
Published: (2025)
Top of the spectrum of discrete Anderson Hamiltonians with correlated Gaussian potentials
by: Cannizzaro, Giuseppe, et al.
Published: (2025)
by: Cannizzaro, Giuseppe, et al.
Published: (2025)
Convergence of stochastic integrals with applications to transport equations and conservation laws with noise
by: Karlsen, Kenneth H., et al.
Published: (2024)
by: Karlsen, Kenneth H., et al.
Published: (2024)
True self-repelling motion above a general barrier
by: Marêché, Laure
Published: (2026)
by: Marêché, Laure
Published: (2026)
On the distribution of the telegraph meander and its properties
by: Pedicone, Andrea, et al.
Published: (2025)
by: Pedicone, Andrea, et al.
Published: (2025)
Convergence rate of the occupation measure of classes of ergodic processes toward their invariant distribution in mean Wasserstein distance
by: Pagès, Gilles, et al.
Published: (2026)
by: Pagès, Gilles, et al.
Published: (2026)
SDEs with no strong solution arising from a problem of stochastic control
by: Cox, Alexander M. G., et al.
Published: (2022)
by: Cox, Alexander M. G., et al.
Published: (2022)
Stochastic integration with respect to a Lévy basis
by: Riedle, Markus
Published: (2026)
by: Riedle, Markus
Published: (2026)
Rates of convergence for multivariate SDEs driven by Lévy processes in the small-time stable domain of attraction
by: Cázares, Jorge González, et al.
Published: (2025)
by: Cázares, Jorge González, et al.
Published: (2025)
Law of the Iterated Logarithm for Markov Semigroups with Exponential Mixing in the Wasserstein Distance
by: Czapla, Dawid, et al.
Published: (2025)
by: Czapla, Dawid, et al.
Published: (2025)
Strong order-one convergence of the Euler method for random ordinary differential equations driven by semi-martingale noises
by: Kloeden, Peter E., et al.
Published: (2023)
by: Kloeden, Peter E., et al.
Published: (2023)
Small ball probabilities for the stochastic heat equation with colored noise
by: Chen, Jiaming
Published: (2022)
by: Chen, Jiaming
Published: (2022)
On Carathéodory approximate scheme for a class of one-dimensional doubly perturbed diffusion processes
by: Belfadli, R., et al.
Published: (2025)
by: Belfadli, R., et al.
Published: (2025)
On the positivity of the density of stochastic delay differential equations driven by a fractional Brownian motion
by: Burés, Òscar, et al.
Published: (2024)
by: Burés, Òscar, et al.
Published: (2024)
Exponential bounds for the density of the law of the solution of a SDE with locally Lipschitz coefficients
by: Anton, Cristina
Published: (2024)
by: Anton, Cristina
Published: (2024)
Poisson Hierarchical Indian Buffet Processes-With Indications for Microbiome Species Sampling Models
by: James, Lancelot F., et al.
Published: (2025)
by: James, Lancelot F., et al.
Published: (2025)
Stability of storage processes with general release rates
by: Brešar, Miha, et al.
Published: (2025)
by: Brešar, Miha, et al.
Published: (2025)
Moments of generalized fractional polynomial processes
by: Assefa, Johannes, et al.
Published: (2025)
by: Assefa, Johannes, et al.
Published: (2025)
Betti numbers in the Random Connection Model for higher-dimensional simplicial complexes and the Boolean model
by: Pabst, Dominik
Published: (2025)
by: Pabst, Dominik
Published: (2025)
Multiple and weak Markov properties in Hilbert spaces with applications to fractional stochastic evolution equations
by: Kirchner, Kristin, et al.
Published: (2023)
by: Kirchner, Kristin, et al.
Published: (2023)
Malliavian differentiablity and smoothness of density for SDES with locally Lipschitz coefficients
by: Anton, Cristina
Published: (2024)
by: Anton, Cristina
Published: (2024)
Similar Items
-
On the empirical spectral distribution of matrix perpetuities
by: Kołodziejek, Bartosz, et al.
Published: (2026) -
Perpetuities with light tails and the local dependence measure
by: Bihan, Julia Le, et al.
Published: (2025) -
A regularized Kellerer theorem in arbitrary dimension
by: Pammer, Gudmund, et al.
Published: (2022) -
Graphical Negative Multinomial and Multinomial Models with Dirichlet-type priors
by: Danielewska, Iza, et al.
Published: (2023) -
Random Gamma time
by: Szulga, Jerzy
Published: (2024)