Limit theorems for first passage times of multivariate perpetuity sequences
Fuente:
arXiv
Saved in:
| Main Authors: | Mentemeier, Sebastian, Xiao, Hui |
|---|---|
| Format: | Preprint |
| Published: |
2023
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Loop pruning and downward deviations for maximum local time of discrete-time simple random walks
by: Li, Xinyi, et al.
Published: (2026)
by: Li, Xinyi, et al.
Published: (2026)
Limit theorems for anisotropic functionals of stationary Gaussian fields with Gneiting covariance function
by: Leonenko, Nikolai, et al.
Published: (2026)
by: Leonenko, Nikolai, et al.
Published: (2026)
Ties, Tails and Spectra: On Rank-Based Dependency Measures in High Dimensions
by: Dörnemann, Nina, et al.
Published: (2025)
by: Dörnemann, Nina, et al.
Published: (2025)
Large deviations for sums of multivariate stretched-exponential random variables: the few-big-jumps principle
by: Gantert, Nina, et al.
Published: (2026)
by: Gantert, Nina, et al.
Published: (2026)
Non-central limit theorem for non-linear functionals of vector valued Gaussian stationary random fields
by: Major, Peter
Published: (2019)
by: Major, Peter
Published: (2019)
Limit theorems for stochastic exponentials of matrix-valued Lévy processes
by: Behme, Anita, et al.
Published: (2024)
by: Behme, Anita, et al.
Published: (2024)
Asymptotics for Exponential Functionals of Random Walks
by: Xu, Wei
Published: (2022)
by: Xu, Wei
Published: (2022)
Records in the Infinite Occupancy Scheme
by: Derbazi, Zakaria, et al.
Published: (2023)
by: Derbazi, Zakaria, et al.
Published: (2023)
Asymptotic Results for Spectrally Positive Compound Poisson Processes
by: Cui, Zhi-Hao, et al.
Published: (2026)
by: Cui, Zhi-Hao, et al.
Published: (2026)
Ranges of Extremal Processes and Heavy-Tailed Random Walks in Spaces of Growing Dimension
by: Jin, Bochen, et al.
Published: (2025)
by: Jin, Bochen, et al.
Published: (2025)
The Gaussian central limit theorem for a stationary time series with infinite variance
by: Matsui, Muneya, et al.
Published: (2025)
by: Matsui, Muneya, et al.
Published: (2025)
Some vector-valued examples of noncentral moderate deviation results
by: Macci, Claudio, et al.
Published: (2025)
by: Macci, Claudio, et al.
Published: (2025)
Random walks in Weyl chambers
by: Denisov, Denis, et al.
Published: (2025)
by: Denisov, Denis, et al.
Published: (2025)
Study of discrete-time Hawkes process and its compensator
by: Sarma, Utpal Jyoti Deba, et al.
Published: (2024)
by: Sarma, Utpal Jyoti Deba, et al.
Published: (2024)
Limit theorems for stochastic Volterra processes
by: Bianchi, Luigi Amedeo, et al.
Published: (2025)
by: Bianchi, Luigi Amedeo, et al.
Published: (2025)
The multivariate fractional Ornstein-Uhlenbeck process
by: Dugo, Ranieri, et al.
Published: (2024)
by: Dugo, Ranieri, et al.
Published: (2024)
Convergence of Heavy-Tailed Hawkes Processes and the Microstructure of Rough Volatility
by: Horst, Ulrich, et al.
Published: (2023)
by: Horst, Ulrich, et al.
Published: (2023)
Path-dependent Fractional Volterra Equations and the Microstructure of Rough Volatility Models driven by Poisson Random Measures
by: Horst, Ulrich, et al.
Published: (2024)
by: Horst, Ulrich, et al.
Published: (2024)
From Gaussian to Gumbel: extreme eigenvalues of complex Ginibre products with exact rates
by: Ma, Yutao, et al.
Published: (2026)
by: Ma, Yutao, et al.
Published: (2026)
Large deviations at the edge for 1D gases and tridiagonal random matrices at high temperature
by: Guera, Charlie Dworaczek, et al.
Published: (2025)
by: Guera, Charlie Dworaczek, et al.
Published: (2025)
Stable and Fréchet limit theorem for subgraph functionals in the hyperbolic random geometric graph
by: Hirsch, Christian, et al.
Published: (2026)
by: Hirsch, Christian, et al.
Published: (2026)
Maxima of stationary systems of randomly time-changed Lévy particles
by: Scheffel, Ioan
Published: (2026)
by: Scheffel, Ioan
Published: (2026)
Multiple Extremal Integrals
by: Bai, Shuyang, et al.
Published: (2025)
by: Bai, Shuyang, et al.
Published: (2025)
Precise Deviations for the Ewens-Pitman Model
by: Peng, Zhiqi, et al.
Published: (2025)
by: Peng, Zhiqi, et al.
Published: (2025)
Some results on probabilities of moderate deviations
by: Li, Deli, et al.
Published: (2022)
by: Li, Deli, et al.
Published: (2022)
Linear Eigenvalue Statistics of $XX^\prime$ matrices
by: S, Kiran Kumar A., et al.
Published: (2023)
by: S, Kiran Kumar A., et al.
Published: (2023)
The golf model on $\mathbb{Z}/n\mathbb{Z}$ and on $\mathbb{Z}$
by: Varin, Zoé
Published: (2024)
by: Varin, Zoé
Published: (2024)
Dispersion models on a circle: universal properties and asymptotic results
by: Marckert, Jean-François, et al.
Published: (2025)
by: Marckert, Jean-François, et al.
Published: (2025)
Large-population asymptotics for the maximum of diffusive particles with mean-field interaction in the noises
by: Kolliopoulos, Nikolaos, et al.
Published: (2024)
by: Kolliopoulos, Nikolaos, et al.
Published: (2024)
Scaling Limit Theorems for Multivariate Hawkes Processes and Stochastic Volterra Equations with Measure Kernel
by: Xu, Wei
Published: (2024)
by: Xu, Wei
Published: (2024)
Stationary entrance chains and applications to random walks
by: Mijatovic, Aleksandar, et al.
Published: (2024)
by: Mijatovic, Aleksandar, et al.
Published: (2024)
On the rate of convergence of the martingale central limit theorem in Wasserstein distances
by: Guo, Xiaoqin
Published: (2024)
by: Guo, Xiaoqin
Published: (2024)
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)
The predicable dance of random walk: local limit theorems on finitely-generated abelian groups
by: Randles, Evan, et al.
Published: (2025)
by: Randles, Evan, et al.
Published: (2025)
Clumsy and Careless: Stationary-Entry Flux in Non-monotone Coupon Collectors
by: Long, Christopher D.
Published: (2026)
by: Long, Christopher D.
Published: (2026)
Right-Most Position of a Last Progeny Modified Branching Random Walk
by: Bandyopadhyay, Antar, et al.
Published: (2021)
by: Bandyopadhyay, Antar, et al.
Published: (2021)
On local large deviations for decoupled random walks
by: Buraczewski, Dariusz, et al.
Published: (2025)
by: Buraczewski, Dariusz, et al.
Published: (2025)
Random coverage from within with variable radii, and Johnson-Mehl cover times
by: Penrose, Mathew D., et al.
Published: (2024)
by: Penrose, Mathew D., et al.
Published: (2024)
Propagation of chaos for point processes induced by particle systems with mean-field drift interaction
by: Kolliopoulos, Nikolaos, et al.
Published: (2023)
by: Kolliopoulos, Nikolaos, et al.
Published: (2023)
A probabilistic model of X-ray computed tomography
by: Gomez, Tyler, et al.
Published: (2026)
by: Gomez, Tyler, et al.
Published: (2026)
Similar Items
-
Loop pruning and downward deviations for maximum local time of discrete-time simple random walks
by: Li, Xinyi, et al.
Published: (2026) -
Limit theorems for anisotropic functionals of stationary Gaussian fields with Gneiting covariance function
by: Leonenko, Nikolai, et al.
Published: (2026) -
Ties, Tails and Spectra: On Rank-Based Dependency Measures in High Dimensions
by: Dörnemann, Nina, et al.
Published: (2025) -
Large deviations for sums of multivariate stretched-exponential random variables: the few-big-jumps principle
by: Gantert, Nina, et al.
Published: (2026) -
Non-central limit theorem for non-linear functionals of vector valued Gaussian stationary random fields
by: Major, Peter
Published: (2019)