24 citations · 68 across the 23 of their papers we have counts for
Showing 2021Show all
2 papers · 1 filter
math.PR2021
Tails of bivariate stochastic recurrence equation with triangular matrices
Ewa Damek, Muneya Matsui
We study bivariate stochastic recurrence equations with triangular matrix coefficients and we characterize the tail behavior of their stationary solutions . Rec…
math.PR2021
Stochastic recurrence equation with diagonal matrices
Ewa Damek
Multivariate process satisfying affine stochastic recurrence equation with generic diagonal matrices is considered. We prove that the stationary solution is regularly varying. The…