Projects funded by the NCN

Information on the principal investigator and host institution

Information of the project and the call

Keywords

Equipment

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Random iterations, stationary measures and Poisson kernels

2014/15/B/ST1/00060

Keywords:

random recursions Lipschitz iterative systems stationary measures Poisson kernels heavy tail behavior random walks

Descriptors:

  • ST1_13: Probability and statistics
  • ST1_8: Analysis
  • ST1_7: Lie groups, Lie algebras

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

woj. dolnośląskie

Other projects carried out by the institution 

Principal investigator (from the host institution):

prof. Ewa Damek 

Number of co-investigators in the project: 3

Call: OPUS 8 - announced on 2014-09-15

Amount awarded: 262 362 PLN

Project start date (Y-m-d): 2015-07-22

Project end date (Y-m-d): 2018-07-21

Project duration:: 36 months (the same as in the proposal)

Project status: Project settled

Equipment purchased [PL]

  1. laptop (4 000 PLN)

Information in the final report

  • Publication in academic press/journals (12)
  1. Componentwise different tail solutions for bivariate stochastic recurrence equations - with application to GARCH(1,1) processes
    Authors:
    E.Damek, M.Matsui, W.Świątkowski
    Academic press:
    Colloquium Mathematicum (rok: 2019, tom: 155 (2), strony: 227-254), Wydawca: IM PAN
    Status:
    Published
    DOI:
    10.4064/cm7313A-5-2018 - link to the publication
  2. Large versus bounded solutions to sublinear elliptic problems
    Authors:
    Ewa Damek, Zeineb Ghardallou
    Academic press:
    Bulletin Polish Acad. Sci Math. (rok: 2019, tom: 67, strony: 69-82), Wydawca: IM PAN
    Status:
    Published
    DOI:
    10.4064/ba8180-12-2018 - link to the publication
  3. Tail asymptotics of maxima of trees in the critical case
    Authors:
    Mariusz Maślanka
    Academic press:
    Electronic Communications in Probability. (rok: 2018, tom: 23 (48), strony: 45302), Wydawca: Institute of Mathematical Statistics
    Status:
    Published
    DOI:
    10.1214/18-ECP145 - link to the publication
  4. A renewal theorem and supremum of a perturbed random walk
    Authors:
    Ewa Damek, Bartosz Kołodziejek
    Academic press:
    Electronic Communications of Probability (rok: 2018, tom: 23, strony: paper nr 82), Wydawca: Institute of Mathematical Statistics
    Status:
    Published
    DOI:
    10.1214/18-ECP184 - link to the publication
  5. Absolute continuity of complex martingales and of solutions to complex smoothing equations
    Authors:
    E. Damek, S. Mentmeier
    Academic press:
    Electronic Communications in Probaiblity (rok: 2018, tom: 23, strony: paper 60), Wydawca: Institue of Mathematical Statistics
    Status:
    Published
    DOI:
    10.1214/18-ECP155 - link to the publication
  6. Iterated random functions and regularly varying tails
    Authors:
    Ewa Damek, Piotr Dyszewski
    Academic press:
    Journal of Difference Equations and Applications (rok: 2018, tom: 24, strony: 1503-1520), Wydawca: Taylor Francis
    Status:
    Published
    DOI:
    10.1080/10236198.2018.1505881 - link to the publication
  7. Stochastic recursions: Between Kesten's and Grincevi\v{c}ius-Grey's assumptions
    Authors:
    Ewa Damek, Bartosz Kołodziejek
    Academic press:
    Stochastic Processes and Their Applications (rok: 2019, tom: brak danych, strony: 31), Wydawca: Elsevier
    Status:
    Accepted for publication
    DOI:
    10.1016/j.spa.2019.05.016 - link to the publication
  8. Tail indices for AX+B recursion with triangular matrices
    Authors:
    M.Matsui, W.Świątkowski
    Academic press:
    Journal of Theoretical Probability , Wydawca: Springer
    Status:
    Submitted
    DOI:
    brak - link to the publication
  9. Absolute continuity of the martingale limit in branching processes in random environment
    Authors:
    E. Damek, N. Gantert, K. Kolesko
    Academic press:
    Electronic Communications in Probability (rok: 2019, tom: 24, strony: paper 42), Wydawca: Institute of Mathematical Statistics
    Status:
    Published
    DOI:
    10.1214/19-ECP229 - link to the publication
  10. Affine stochastic equation with triangular matrices
    Authors:
    Ewa Damek, Jacek Zienkiewicz
    Academic press:
    Journal of Difference Equations and Applications (rok: 2017, tom: 24 (4), strony: 520-542), Wydawca: Taylor Francis
    Status:
    Published
    DOI:
    10.1080/10236198.2017.1422249 - link to the publication
  11. Sublinear elliptic problems under radiality. Harmonic NA groups and Euclidean spaces
    Authors:
    Ewa Damek, Zeineb Ghardallou
    Academic press:
    Forum Mathematicum, (rok: 2019, tom: 31(4), strony: 45311), Wydawca: De Gruyter
    Status:
    Published
    DOI:
    10.1515/forum-2019-0014 - link to the publication
  12. A simple proof of heavy tail estimates for affine type Lipschitz recursions
    Authors:
    D. Buraczewski, E. Damek
    Academic press:
    Stochastic Processes and Their Applications (rok: 2017, tom: 127, strony: 657-668), Wydawca: Elsevier
    Status:
    Published
    DOI:
    10.1016/j.spa.2016.06.022 - link to the publication

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