Projects funded by the NCN

Information on the principal investigator and host institution

Information of the project and the call

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The study of tail asymptotics of solutions to random affine equations

2015/19/D/ST1/03107

Keywords:

Ranfom affine equations Perpetuities tail asymptotics

Descriptors:

  • ST1_13: Probability and statistics

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

woj. mazowieckie

Other projects carried out by the institution 

Principal investigator (from the host institution):

dr Bartosz 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 (Y-m-d): 2016-06-22

Project end date (Y-m-d): 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)
  1. On perpetuities with light tails
    Authors:
    Bartosz Kołodziejek
    Academic press:
    Advances in Applied Probability (rok: 2018, tom: 50 (4), strony: 1119-1154), Wydawca: Applied Probability Trust
    Status:
    Published
    DOI:
    10.1017/apr.2018.53 - link to the publication
  2. A renewal theorem and supremum of a perturbed random walk
    Authors:
    Ewa Damek, Bartosz Kołodziejek
    Academic press:
    Electronic Communications in Probability (rok: 2018, tom: 23, strony: 45304), Wydawca: Institute of Mathematical Statistics (IMS) and the Bernoulli Society
    Status:
    Published
    DOI:
    10.1214/18-ECP184 - link to the publication
  3. The left tail of renewal measure
    Authors:
    Bartosz Kołodziejek
    Academic press:
    Statistics & Probability Letters (rok: 2017, tom: 129, strony: 306-310), Wydawca: Elsevier
    Status:
    Published
    DOI:
    10.1016/j.spl.2017.06.018 - link to the publication
  4. Stochastic recursions: Between Kesten's and Grincevičius–Grey's assumptions
    Authors:
    Ewa Damek, Bartosz Kołodziejek
    Academic press:
    Stochastic Processes and their Applications (rok: 2020, ), Wydawca: Elsevier
    Status:
    Accepted for publication
    DOI:
    10.1016/j.spa.2019.05.016 - link to the publication

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