The study of tail asymptotics of solutions to random affine equations
2015/19/D/ST1/03107
Keywords
Descriptors
- 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
Politechnika Warszawska, Wydział Matematyki i Nauk Informacyjnych
Voivodeship: mazowieckie
Principal investigator (from the host institution)
dr Bartosz Wojciech Kołodziejek
Number of co-investigators in the project: 1
Call
SONATA 10 – announced on 2015-09-15
- Amount awarded
- 81 600 PLN
- Project start date
- 2016-06-22
- Project end date
- 2018-12-21
- Project duration
- 30 months (the same as in the proposal)
- Project status
- Project settled
Project description
Download the project description in a pdf file
Note — project descriptions were prepared by the authors of the applications themselves and placed in the system in an unchanged form.
Information in the final report
Publication in academic press/journals (4)
-
The left tail of renewal measure
- Authors:
- Bartosz Kołodziejek
- Academic press:
- Statistics & Probability Letters (year: 2017, volume: 129, pages: 306-310), Publisher: Elsevier
- Status:
- Published
- DOI:
- 10.1016/j.spl.2017.06.018 – link to the publication
-
A renewal theorem and supremum of a perturbed random walk
- Authors:
- Ewa Damek, Bartosz Kołodziejek
- Academic press:
- Electronic Communications in Probability (year: 2018, volume: 23, pages: 46035), Publisher: Institute of Mathematical Statistics (IMS) and the Bernoulli Society
- Status:
- Published
- DOI:
- 10.1214/18-ECP184 – link to the publication
-
On perpetuities with light tails
- Authors:
- Bartosz Kołodziejek
- Academic press:
- Advances in Applied Probability (year: 2018, volume: 50 (4), pages: 1119-1154), Publisher: Applied Probability Trust
- Status:
- Published
- DOI:
- 10.1017/apr.2018.53 – link to the publication
-
Stochastic recursions: Between Kesten's and Grincevičius–Grey's assumptions
- Authors:
- Ewa Damek, Bartosz Kołodziejek
- Status:
- Accepted for publication