Large Deviations and RuinProbabilities for Multivariate Random Iterative Mappings
2011/01/M/ST1/04604
Keywords
Descriptors
- ST1_8: Analiza
- ST1_13: Rachunek prawdopodobieństwa i statystyka matematyczna
Panel
ST1 – Mathematics: all areas of mathematics, pure and applied, as well as mathematical foundations of computer science, physics and statistics
Host institution
Uniwersytet Wrocławski, Wydział Matematyki i Informatyki
Voivodeship: dolnośląskie
Principal investigator (from the host institution)
Number of co-investigators in the project: 7
Call
HARMONIA 1 – announced on 2011-03-15
- Amount awarded
- 223 600 PLN
- Project start date
- 2011-12-01
- Project end date
- 2014-11-30
- Project duration
- 36 months (the same as in the proposal)
- Project status
- Project settled
Information in the final report
Publication in academic press/journals (4)
-
Large deviations for solutions to stochastic recurrence equations under Kesten's condition
- Authors:
- D.Buraczewski, E.Damek, J.Zienkiewicz
- Academic press:
- The Annals of Probability (year: 2013, volume: 41 nr 4, pages: 2755-2790), Publisher: Institute of Mathematical Statistics
- Status:
- Published
- DOI:
- 10.1214/12-AOP782 – link to the publication
-
On the rate of convergence in the Kesten renewal theorem
- Authors:
- D.Buraczewski, E.Damek, T.Przebinda
- Academic press:
- Elektronic Journal of Probability (year: 2015, volume: 20, pages: artykuł nr 22, 35 stron), Publisher: Institute of Mathematical Statistics
- Status:
- Published
- DOI:
- link to the publication
-
On the Kesten-Goldie constant
- Authors:
- D.Buraczewski, E. Damek, J.Zienkiewicz
- Academic press:
- Journal of Difference Equations and Applications (year: 2016, volume: 0,924305555555556, pages: 1646-1662), Publisher: Taylor&Francis
- Status:
- Published
- DOI:
- 10.1080/10236198.2016.1234613 – link to the publication
-
Large deviation estimates for exceedance times of perpetuity sequences and their dual processes
- Authors:
- D. Buraczewski, J.Collamore, E.Damek, J.Zienkiewicz
- Academic press:
- Annals of Probability (year: 2016, volume: 44(6), pages: 3688-3739), Publisher: Institute of Mathematical Statistics
- Status:
- Published
- DOI:
- 10.1214/15-AOP1059 – link to the publication
Book publications / chapters in book publications (1)
-
nie dotyczy
- Authors:
- D. Buraczewski, E.Damek, T.Mikosch
- Book:
- Stochastic Models with Power-Law Tails. The Equation X= AX+B (year: 2016, volume: nie dotyczy, pages: 320 stron), Publisher: Springer http://www.springer.com/series/3182
- Status:
- Published
- DOI:
- link to the publication