J. Zienkiewicz

activity

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

collaborators

Showing 2013Show all

2 papers · 1 filter

math.FA2013

A characterization of Hardy spaces associated with certain Schrödinger operators

Jacek Dziubański, Jacek Zienkiewicz

Let ${K_{t}}_{t > 0}$ be the semigroup of linear operators generated by a Schrödinger operator $- L = Δ - V (x)$ on $R^{d}$ , $d \geq 3$ , where $V (x) \geq 0$ satisfies $Δ^{-1} V\in L^\…

math.PR2013★ 24 cited

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

D. Buraczewski, E. Damek, T. Mikosch +1

In this paper we prove large deviations results for partial sums constructed from the solution to a stochastic recurrence equation. We assume Kesten's condition [Acta Math. 131 (19…