24 citations · 112 across the 33 of their papers we have counts for
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math.PR2014
Large deviation estimates for exceedance times of perpetuity sequences and their dual processes
Dariusz Buraczewski, Jeffrey F. Collamore, Ewa Damek +1
In a variety of problems in pure and applied probability, it is of relevant to study the large exceedance probabilities of the perpetuity sequence $Y_n := B_1 + A_1 B_2 + \cdots +…
math.PR2014
Functional limit theorems for divergent perpetuities in the contractive case
Dariusz Buraczewski, Alexander Iksanov
Let be independent copies of an -valued random vector. It is known that if con…
math.PR2014
Precise Large Deviation Results for Products of Random Matrices
Dariusz Buraczewski, Sebastian Mentemeier
The theorem of Furstenberg and Kesten provides a strong law of large numbers for the norm of a product of random matrices. This can be extended under various assumptions, covering…