Precise Tail Index of Fixed Points of the Two-Sided Smoothing Transform
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Publisher
Springer Berlin Heidelberg
Link
http://link.springer.com/content/pdf/10.1007/978-3-642-38806-4_10
Reference18 articles.
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3. Alsmeyer, G., Meiners, M.: Fixed points of the smoothing transform: two-sided solutions. Probab. Theory Relat. Fields 155(1–2), 165–199 (2013)
4. Alsmeyer, G., Biggins, J.D., Meiners, M.: The functional equation of the smoothing transform. Ann. Probab. 40(5), 2069–2105 (2012)
5. Buraczewski, D., Damek, E., Guivarc’h, Y., Hulanicki, A., Urban, R.: Tail-homogeneity of stationary measures for some multidimensional stochastic recursions. Probab. Theory Relat. Fields 145, 385–420 (2009)
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