24 citations · 68 across the 23 of their papers we have counts for
4 papers · 1 filter
A renewal theorem and supremum of a perturbed random walk
Ewa Damek, Bartosz Kołodziejek
We study tails of the supremum of a perturbed random walk under regime which was not yet considered in the literature. Our approach is based on a new renewal theorem, which is of i…
Affine stochastic equation with triangular matrices
Ewa Damek, Jacek Zienkiewicz
We study solution X of the stochastic equation X = AX +B, where A is a random matrix and B,X are random vectors, the law of (A,B) is given and X is independent of (A,B). The equati…
Absolute continuity of the martingale limit in branching processes in random environment
Ewa Damek, Nina Gantert, Konrad Kolesko
We consider a supercritical branching process in a stationary and ergodic random environment . Due to the martingale convergence theorem, it is known that th…
Absolute Continuity of Complex Martingales and of Solutions to Complex Smoothing Equations
Ewa Damek, Sebastian Mentemeier
Let be a -valued random variable with the property that where are i.i.d.\ copies of , which are…