2016, Springer series in operations research and financial engineering, ISBN 3319296787, xv, 320 pages

Book

2016, Springer Series in Operations Research and Financial Engineering, ISBN 3319296787

In this monograph the authors give a systematic approach to the probabilistic properties of the fixed point equation X=AX+B. A probabilistic study of the...

Economic theory | Mathematics | Statistics | Probabilities

Economic theory | Mathematics | Statistics | Probabilities

Web Resource

The Journal of Geometric Analysis, ISSN 1050-6926, 7/2016, Volume 26, Issue 3, pp. 1913 - 1924

We characterize some $$L^p$$ L p -type eigenfunctions of the Laplace–Beltrami operator on harmonic $$NA$$ N A groups corresponding to the eigenvalue $$(\rho...

Abstract Harmonic Analysis | Fourier Analysis | Harmonic $$NA$$ N A group | Convex and Discrete Geometry | Primary 43A85 | Global Analysis and Analysis on Manifolds | Secondary 22E25 | Eigenfunctions | Mathematics | Differential Geometry | Dynamical Systems and Ergodic Theory | Poisson transform

Abstract Harmonic Analysis | Fourier Analysis | Harmonic $$NA$$ N A group | Convex and Discrete Geometry | Primary 43A85 | Global Analysis and Analysis on Manifolds | Secondary 22E25 | Eigenfunctions | Mathematics | Differential Geometry | Dynamical Systems and Ergodic Theory | Poisson transform

Journal Article

FORUM MATHEMATICUM, ISSN 0933-7741, 07/2019, Volume 31, Issue 4, pp. 1007 - 1026

Let L be the Laplace operator on R-d, d >= 3, or the Laplace-Beltrami operator on the harmonic NA group (in particular, on a rank one noncompact symmetric...

MATHEMATICS | MATHEMATICS, APPLIED | large solutions | EQUATIONS | entire solutions | Sublinear elliptic problems | Damek-Ricci spaces | Harnack-type inequality | radiality

MATHEMATICS | MATHEMATICS, APPLIED | large solutions | EQUATIONS | entire solutions | Sublinear elliptic problems | Damek-Ricci spaces | Harnack-type inequality | radiality

Journal Article

5.
Full Text
Absolute continuity of the martingale limit in branching processes in random environment

ELECTRONIC COMMUNICATIONS IN PROBABILITY, ISSN 1083-589X, 2019, Volume 24

We consider a supercritical branching process Z(n) in a stationary and ergodic random environment xi = (xi(n))(n >= 0). Due to the martingale convergence...

branching processes in random environment | martingale limit | STATISTICS & PROBABILITY | EXTINCTION | branching processes

branching processes in random environment | martingale limit | STATISTICS & PROBABILITY | EXTINCTION | branching processes

Journal Article

Journal of Applied Probability, ISSN 0021-9002, 1/2014, Volume 51A, Issue A, pp. 229 - 248

Regular variation of distributional tails is known to be preserved by various linear transformations of some random structures. An inverse problem for regular...

Quadrants | Inverse problems | PART 6: HEAVY TAILS | Average linear density | Coordinate systems | Scalars | Matrices | Mathematical vectors | Research grants | Random variables | Grants | Linear process | Breiman's result | Random matrix | Regular variation | Inverse problem | random matrix | inverse problem | STATISTICS & PROBABILITY | linear process

Quadrants | Inverse problems | PART 6: HEAVY TAILS | Average linear density | Coordinate systems | Scalars | Matrices | Mathematical vectors | Research grants | Random variables | Grants | Linear process | Breiman's result | Random matrix | Regular variation | Inverse problem | random matrix | inverse problem | STATISTICS & PROBABILITY | linear process

Journal Article

Communications in Partial Differential Equations, ISSN 0360-5302, 10/2006, Volume 31, Issue 10, pp. 1547 - 1589

On a Lie group S = NA, that is a split extension of a nilpotent Lie group N by a one-parameter group of automorphisms A, a probability measure μ is considered...

22E25 | 31B25 | Invariant measure | 60J60 | Subelliptic operator | 22E30 | Heat semigroup | Nilpotent Lie group | 43A80 | MATHEMATICS | DEGENERATE ELLIPTIC-OPERATORS | MATHEMATICS, APPLIED | heat semigroup | nilpotent Lie group | NEGATIVE CURVATURE | PRODUCTS | invariant measure | MANIFOLDS | subelliptic operator

22E25 | 31B25 | Invariant measure | 60J60 | Subelliptic operator | 22E30 | Heat semigroup | Nilpotent Lie group | 43A80 | MATHEMATICS | DEGENERATE ELLIPTIC-OPERATORS | MATHEMATICS, APPLIED | heat semigroup | nilpotent Lie group | NEGATIVE CURVATURE | PRODUCTS | invariant measure | MANIFOLDS | subelliptic operator

Journal Article

Journal of Difference Equations and Applications, ISSN 1023-6198, 11/2014, Volume 20, Issue 11, pp. 1523 - 1567

Let Z be a random variable with values in a proper closed convex cone , A a random endomorphism of C and N a random integer. We assume that Z, A, N are...

products of random matrices | renewal theorem | asymptotic behaviour | fixed points | Mandelbrot's cascade | MATHEMATICS, APPLIED | LAW | RANDOM DIFFERENCE-EQUATIONS | RENEWAL THEORY | RANDOM MATRICES | PRODUCTS | THEOREMS | SMOOTHING TRANSFORM | FIXED-POINTS | BRANCHING RANDOM-WALK | Reproduction | Law | Maps | Mathematical analysis | Images | Eigenvalues | Transformations | Random variables

products of random matrices | renewal theorem | asymptotic behaviour | fixed points | Mandelbrot's cascade | MATHEMATICS, APPLIED | LAW | RANDOM DIFFERENCE-EQUATIONS | RENEWAL THEORY | RANDOM MATRICES | PRODUCTS | THEOREMS | SMOOTHING TRANSFORM | FIXED-POINTS | BRANCHING RANDOM-WALK | Reproduction | Law | Maps | Mathematical analysis | Images | Eigenvalues | Transformations | Random variables

Journal Article

Stochastic Processes and their Applications, ISSN 0304-4149, 06/2013, Volume 123, Issue 6, pp. 1947 - 1986

Let be a fixed integer and a random element of . We consider solutions of multivariate smoothing transforms, i.e. random variables satisfying where denotes...

Branching | Renewal theory | General theory | Distributions | TREES | MARKOV-CHAINS | LIMIT-THEOREM | STATISTICS & PROBABILITY | VARIANCE | RECURSIVE ALGORITHMS | FIXED-POINTS | Mathematics - Probability

Branching | Renewal theory | General theory | Distributions | TREES | MARKOV-CHAINS | LIMIT-THEOREM | STATISTICS & PROBABILITY | VARIANCE | RECURSIVE ALGORITHMS | FIXED-POINTS | Mathematics - Probability

Journal Article

Probability Theory and Related Fields, ISSN 0178-8051, 11/2010, Volume 148, Issue 3, pp. 333 - 402

We consider a Markov chain $${\{X_n\}_{n=0}^\infty}$$ on $${\mathbb R^d}$$ defined by the stochastic recursion X n = M n X n-1 + Q n , where (Q n , M n ) are...

60B15 | Statistics for Business/Economics/Mathematical Finance/Insurance | Operations Research/Decision Theory | Theoretical, Mathematical and Computational Physics | Probability Theory and Stochastic Processes | Mathematics | Mathematical Biology in General | 60J05 | Quantitative Finance | 60F05 | SYSTEMS | STATISTICS & PROBABILITY | LIMIT-THEOREMS | RANDOM MATRICES | Markov processes | Universities and colleges | Laws, regulations and rules | Analysis | Errors | Analogies | Error analysis | Markov chains | Stochasticity | Syntax | Recursion | Convergence | Probability

60B15 | Statistics for Business/Economics/Mathematical Finance/Insurance | Operations Research/Decision Theory | Theoretical, Mathematical and Computational Physics | Probability Theory and Stochastic Processes | Mathematics | Mathematical Biology in General | 60J05 | Quantitative Finance | 60F05 | SYSTEMS | STATISTICS & PROBABILITY | LIMIT-THEOREMS | RANDOM MATRICES | Markov processes | Universities and colleges | Laws, regulations and rules | Analysis | Errors | Analogies | Error analysis | Markov chains | Stochasticity | Syntax | Recursion | Convergence | Probability

Journal Article

11.
Full Text
Tail-homogeneity of stationary measures for some multidimensional stochastic recursions

Probability Theory and Related Fields, ISSN 0178-8051, 2009, Volume 145, Issue 4, pp. 385 - 420

We consider a stochastic recursion Xn+1 = Mn+1Xn + Q(n+1), (n is an element of N), where (Q(n), M-n) are i.i.d. random variables such that Qn are translations,...

60J10 | 60K05 | STATISTICS & PROBABILITY | PRODUCTS | MATRICES | BEHAVIOR | Analysis | Universities and colleges | Probability | Mathematics

60J10 | 60K05 | STATISTICS & PROBABILITY | PRODUCTS | MATRICES | BEHAVIOR | Analysis | Universities and colleges | Probability | Mathematics

Journal Article

12.
Full Text
Two-sided bounds for L-p-norms of combinations of products of independent random variables

STOCHASTIC PROCESSES AND THEIR APPLICATIONS, ISSN 0304-4149, 04/2015, Volume 125, Issue 4, pp. 1688 - 1713

We show that for every positive p, the L-p-norm of linear combinations (with scalar or vector coefficients) of products of i.i.d. random variables, whose...

Stochastic difference equation | THIN TAILS | MATRICES | REPRESENTATION | Riesz product | RANDOM DIFFERENCE-EQUATIONS | RENEWAL THEORY | STATISTICS & PROBABILITY | Product of independent random variables | PERPETUITIES | Estimation of moments | Perpetuity | Mathematics - Probability

Stochastic difference equation | THIN TAILS | MATRICES | REPRESENTATION | Riesz product | RANDOM DIFFERENCE-EQUATIONS | RENEWAL THEORY | STATISTICS & PROBABILITY | Product of independent random variables | PERPETUITIES | Estimation of moments | Perpetuity | Mathematics - Probability

Journal Article

Potential Analysis, ISSN 0926-2601, 4/2013, Volume 38, Issue 3, pp. 683 - 697

Given a sequence (M n , Q n ) n ≥ 1 of i.i.d. random variables with generic copy (M, Q) ∈ GL(d, ℝ) ×ℝ d , we consider the random difference equation (RDE) $$...

Primary 60F05 | Weak limit theorems | Stable laws | Probability Theory and Stochastic Processes | Random difference equations | Mathematics | Stochastic recursions | Geometry | Potential Theory | Functional Analysis | Secondary 60J05 | Multivariate regular variation | 60E07 | 60H25 | MATHEMATICS | ITERATED RANDOM FUNCTIONS | TAIL | EXTREMAL BEHAVIOR | EQUATION | CENTRAL-LIMIT-THEOREM | Mathematics - Probability

Primary 60F05 | Weak limit theorems | Stable laws | Probability Theory and Stochastic Processes | Random difference equations | Mathematics | Stochastic recursions | Geometry | Potential Theory | Functional Analysis | Secondary 60J05 | Multivariate regular variation | 60E07 | 60H25 | MATHEMATICS | ITERATED RANDOM FUNCTIONS | TAIL | EXTREMAL BEHAVIOR | EQUATION | CENTRAL-LIMIT-THEOREM | Mathematics - Probability

Journal Article

07/2016, 1st ed. 2016, Springer series in operations research and financial engineering, ISBN 3319296787, 325

In this monograph the authors give a systematic approach to the probabilistic properties of the fixed point equation X=AX+B. A probabilistic study of the...

Economics | Stochastic processes | Economic theory | Probability Theory and Stochastic Processes | Mathematics | Statistics for Business/Economics/Mathematical Finance/Insurance | Economic Theory/Quantitative Economics/Mathematical Methods | Stochastic models

Economics | Stochastic processes | Economic theory | Probability Theory and Stochastic Processes | Mathematics | Statistics for Business/Economics/Mathematical Finance/Insurance | Economic Theory/Quantitative Economics/Mathematical Methods | Stochastic models

eBook

Revista Matematica Iberoamericana, ISSN 0213-2230, 2001, Volume 17, Issue 2, pp. 257 - 293

Journal Article

The Journal of Geometric Analysis, ISSN 1050-6926, 9/2004, Volume 14, Issue 3, pp. 457 - 486

In this article we prove that bounded Hua-harmonic functions on tube domains that satisfy some boundary regularity condition are necessarily pluriharmonic. In...

Heisenberg group | 58J32 | boundary regularity | Mathematics | 35J25 | Abstract Harmonic Analysis | Fourier Analysis | 32M15 | pluriharmonic functions | Convex and Discrete Geometry | Global Analysis and Analysis on Manifolds | 22E30 | Differential Geometry | Dynamical Systems and Ergodic Theory | tube domains | Hua-harmonic functions | SYSTEM | MATHEMATICS | BALL | SPACES | IRREDUCIBLE SIEGEL DOMAINS | DIRICHLET PROBLEM | BERGMAN LAPLACIAN

Heisenberg group | 58J32 | boundary regularity | Mathematics | 35J25 | Abstract Harmonic Analysis | Fourier Analysis | 32M15 | pluriharmonic functions | Convex and Discrete Geometry | Global Analysis and Analysis on Manifolds | 22E30 | Differential Geometry | Dynamical Systems and Ergodic Theory | tube domains | Hua-harmonic functions | SYSTEM | MATHEMATICS | BALL | SPACES | IRREDUCIBLE SIEGEL DOMAINS | DIRICHLET PROBLEM | BERGMAN LAPLACIAN

Journal Article

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