J. Zienkiewicz

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20112022

most citedLarge deviations for solutions to stochastic recurrence equations under Kesten's condition

24 citations · 80 across the 13 of their papers we have counts for

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math.PR2015

Pointwise estimates for first passage times of perpetuity sequences

Dariusz Buraczewski, Ewa Damek, Jacek Zienkiewicz

We consider first passage times $τ_{u} = in f {n : Y_{n} > u}$ for the perpetuity sequence $Y_{n} = B_{1} + A_{1} B_{2} + \dots + (A_{1} \dots A_{n - 1}) B_{n},$ where $(A_{n}, B_{n})$ are i.i.d. ran…