D. Buraczewski

activity

20002025

most citedHeavy tailed solutions of multivariate smoothing transforms

24 citations · 112 across the 33 of their papers we have counts for

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Showing 2015 · math.PRShow all

2 papers · 2 filters

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…

math.PR2015★ 1 cited

Precise Tail Asymptotics for Attracting Fixed Points of Multivariate Smoothing Transformations

Dariusz Buraczewski, Sebastian Mentemeier

Given $d \geq 1$ , let $(A_{i})_{i \geq 1}$ be a sequence of random $d \times d$ real matrices and $Q$ be a random vector in $R^{d}$ . We consider fixed points of multivariate smoot…