On a Theorem of Breiman and a Class of Random Difference Equations
By Denis Denisov, Bert Zwart. Journal of Applied Probability, 2007
76 citations recorded by the source corpus.
Subfields: Artificial Intelligence, Management Science and Operations Research, Mathematical Physics
View Paper: https://www.semanticscholar.org/paper/9996aba5f844ed5abaeae71d41d787b985750f2c
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Artificial Intelligence
- Qihe Tang
- Enkelejd Hashorva
- Anthony G. Pakes
- Thomas Mikosch
- Toshiro Watanabe
- Gennady Samorodnitsky
- Andrei L. Badescu
- Alexandru V. Asimit
In Management Science and Operations Research
- Enkelejd Hashorva
- Qihe Tang
- Anthony G. Pakes
- A. Jessen
- Bert Zwart
- Zbigniew Palmowski
- Thomas Mikosch
- Dingcheng Wang
In Mathematical Physics
- Enkelejd Hashorva
- Anthony G. Pakes
- Qihe Tang
- Bert Zwart
- Zbigniew Palmowski
- Thomas Mikosch
- Yiqing Chen
- Kai Wang Ng
Citations in the corpus
- Tail Asymptotics of the Supremum of a Regenerative Process (2007, background): “This covers the case in whichM1 andX1 are independent (in which f is constant) and the random walk case (in which M1 = 0, meaning that f (a) = 0).”
- Asymptotics of random contractions (2010, methodology): “See Jessen and Mikosch (2006), Denisov and Zwart (2007), and Resnick (2007) for details on Breiman’s lemma and for some of its generalisations.”
- Regularly varying functions (2006, background): “Denisov and Zwart [15] give best possible conditions on the distributions of X 1 and X 2 such that Breiman's result (4.3) holds.”