English (United Kingdom)

https://curated-unify.zendy.io/wp-json/zendy-region/v1/featured_content/oa?rat=en

https://curated-unify.zendy.io/wp-json/zendy-region/v1/highlighted_journal/

Global: Zendy Tools annual

Presents the keyphrase highlighting as premium feature

Keyphrase Highlighting

Presents the summarisation as premium feature

Summarisation

Insights

Presents the pdf analysis as premium feature

PDF Analysis

Presents the zaia usage as premium feature

ZAIA

Global: Zendy Tools monthly

Global: Zendy Plus monthly

Presents the access of premium content as premium feature

Premium Content

Global: Zendy Plus annual

Global: Zendy Free Plan

We study bivariate stochastic recurrence equations with triangular matrixcoefficients and we characterize the tail behavior of their stationarysolutions ${\bf W} =(W_1,W_2)$. Recently it has been observed that $W_1,W_2$may exhibit regularly varying tails with different indices, which is incontrast to well-known Kesten-type results. However, only partial results havebeen derived. Under typical "Kesten-Goldie" and "Grey" conditions, wecompletely characterize tail behavior of $W_1,W_2$. The tail asymptotics weobtain has not been observed in previous settings of stochastic recurrenceequations.

Tails of bivariate stochastic recurrence equation with triangular matrices