Extremal behaviour of models with multivariate random recurrence representation

Extremes and Related Properties of Random Sequences and Processes.

Richard A. Davis, M. R. Leadbetter, Georg Lindgren et al. · Journal of the American Statistical Association · 1985 · 1.8K citations

Natural Sciences, Mathematics, Probability Theory +13

Random difference equations and Renewal theory for products of random matrices

Harry Kesten · Acta Mathematica · 1973 · 1K citations · Full text

Engineering, Mathematics, Probability Theory +14

Implicit Renewal Theory and Tails of Solutions of Random Equations

Charles M. Goldie · The Annals of Applied Probability · 1991 · 566 citations · Full text

Natural Sciences, Economics, Mathematics +17

Iterated Random Functions

Persi Diaconis, David A. Freedman · SIAM Review · 1999 · 493 citations

Engineering, Computer Science, Mathematics +13

Extremes and related properties of random sequences and processes

J. Hüsler · Metrika · 1984 · 492 citations · Full text

Natural Sciences, Mathematics, Probability Theory +12